+76.0%
ADPV vs SPY
+111.5%
-35.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +4.3% | +3.3% | +1.0% | +1.8% |
| 30D | -1.6% | -2.7% | +1.0% | +0.4% |
| 3M | -5.8% | -1.7% | -4.0% | -4.5% |
| 6M | -5.6% | +3.1% | -8.7% | -7.7% |
| YTD | +1.0% | +11.9% | -10.9% | -6.9% |
| 1Y | +0.3% | +12.0% | -11.6% | -7.5% |
| 3Y | +91.6% | +78.2% | +13.5% | +33.4% |
| All | +76.0% | +111.5% | -35.5% | +18.3% |
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