+86.2%
ADPV vs SPY
+113.5%
-27.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.7% |
| 7D | +3.4% | +0.5% | +2.9% | +3.0% |
| 30D | +1.3% | -0.9% | +2.2% | +2.0% |
| 3M | -1.6% | +3.9% | -5.5% | -4.4% |
| 6M | +11.0% | +14.5% | -3.5% | +0.5% |
| YTD | +6.8% | +12.9% | -6.1% | -2.3% |
| 1Y | +14.3% | +19.4% | -5.1% | +1.2% |
| 3Y | +84.2% | +78.5% | +5.7% | +27.6% |
| All | +86.2% | +113.5% | -27.3% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling