-21.2%
ADT vs SPY
+213.5%
-234.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -3.1% | +0.1% | -3.2% | -3.2% |
| 3M | +11.6% | +2.0% | +9.6% | +9.0% |
| 6M | +10.9% | +13.0% | -2.1% | -2.6% |
| YTD | -6.0% | +13.5% | -19.6% | -17.8% |
| 1Y | -12.9% | +20.0% | -32.8% | -28.1% |
| 3Y | +26.5% | +77.2% | -50.7% | -31.9% |
| 5Y | -3.3% | +81.9% | -85.2% | -48.9% |
| All | -21.2% | +213.5% | -234.8% | -76.0% |
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