+189.1%
ADUR vs SPY
+42.4%
+146.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.8% |
| 7D | -5.0% | -0.8% | -4.2% | -3.9% |
| 30D | -15.8% | -1.1% | -14.8% | -14.3% |
| 3M | -14.6% | +3.9% | -18.4% | -19.0% |
| 6M | +11.7% | +13.6% | -1.9% | -5.0% |
| YTD | +24.5% | +12.7% | +11.8% | +7.9% |
| 1Y | -0.8% | +17.5% | -18.3% | -17.6% |
| All | +189.1% | +42.4% | +146.7% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling