-9.0%
ADSE vs SPY
+109.8%
-118.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -1.8% | +3.3% | -5.1% | -3.1% |
| 30D | -3.2% | -2.7% | -0.5% | -2.2% |
| 3M | -23.9% | -1.7% | -22.2% | -23.5% |
| 6M | -18.6% | +3.1% | -21.6% | -19.9% |
| YTD | -28.7% | +11.9% | -40.6% | -32.5% |
| 1Y | -11.2% | +12.0% | -23.2% | -15.9% |
| 3Y | +39.3% | +78.2% | -38.9% | +7.9% |
| 5Y | -10.4% | +73.2% | -83.6% | -32.0% |
| All | -9.0% | +109.8% | -118.7% | -32.1% |
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