+83.9%
ADPV vs SPY
+114.6%
-30.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -0.7% | +0.1% | -0.7% | -0.7% |
| 3M | -5.0% | +2.0% | -7.0% | -6.3% |
| 6M | +4.7% | +13.0% | -8.3% | -4.3% |
| YTD | +5.5% | +13.5% | -8.1% | -3.9% |
| 1Y | +13.6% | +20.0% | -6.4% | +0.1% |
| 3Y | +79.0% | +77.2% | +1.8% | +24.2% |
| All | +83.9% | +114.6% | -30.8% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling