+283.3%
ADUS vs SPY
+304.1%
-20.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.4% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | +10.5% | -3.7% | +14.1% | +13.2% |
| 3M | +5.8% | -2.7% | +8.6% | +7.6% |
| 6M | +26.8% | +2.2% | +24.7% | +23.8% |
| YTD | +17.6% | +10.8% | +6.8% | +7.6% |
| 1Y | +11.9% | +11.2% | +0.7% | +2.2% |
| 3Y | +53.3% | +76.5% | -23.1% | -3.4% |
| 5Y | +19.3% | +72.9% | -53.7% | -24.0% |
| 10Y | +283.3% | +304.8% | -21.5% | +31.3% |
| All | +283.3% | +304.1% | -20.8% | +31.3% |
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