+87.9%
ADT vs SPY
+78.7%
+9.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -0.1% | +3.3% | -3.4% | -2.5% |
| 30D | +49.6% | -2.7% | +52.3% | +52.3% |
| 3M | +36.4% | -1.7% | +38.1% | +37.7% |
| 6M | +47.4% | +3.1% | +44.3% | +42.8% |
| YTD | +25.6% | +11.9% | +13.7% | +13.8% |
| 1Y | +22.8% | +12.0% | +10.8% | +11.2% |
| All | +87.9% | +78.7% | +9.2% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling