-6.3%
ADSE vs SPY
+108.5%
-114.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | 0.0% |
| 7D | +5.6% | +0.1% | +5.5% | +5.4% |
| 30D | -3.7% | -3.3% | -0.4% | -2.5% |
| 3M | -21.4% | -2.4% | -19.0% | -20.7% |
| 6M | -16.8% | +2.6% | -19.4% | -18.0% |
| YTD | -26.7% | +11.2% | -37.9% | -30.3% |
| 1Y | -9.3% | +13.4% | -22.7% | -14.6% |
| 3Y | +40.1% | +79.9% | -39.8% | +8.1% |
| 5Y | -7.3% | +72.2% | -79.5% | -29.5% |
| All | -6.3% | +108.5% | -114.9% | -30.0% |
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