+204.3%
ADUR vs SPY
+43.5%
+160.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.6% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -12.3% | +0.1% | -12.3% | -12.2% |
| 3M | -14.7% | +2.0% | -16.7% | -16.6% |
| 6M | +21.1% | +13.0% | +8.1% | +3.5% |
| YTD | +31.1% | +13.5% | +17.5% | +12.2% |
| 1Y | +23.1% | +20.0% | +3.2% | -0.3% |
| All | +204.3% | +43.5% | +160.8% | +86.7% |
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