+1,378.1%
ADUS vs SPY
+866.7%
+511.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -1.6% |
| 7D | -1.9% | -0.9% | -1.0% | -1.5% |
| 30D | +8.7% | -2.4% | +11.0% | +10.2% |
| 3M | +7.4% | -1.2% | +8.5% | +7.8% |
| 6M | +28.3% | +3.3% | +25.0% | +24.5% |
| YTD | +16.9% | +12.3% | +4.6% | +6.4% |
| 1Y | +9.6% | +12.4% | -2.9% | -0.4% |
| 3Y | +52.4% | +78.8% | -26.4% | -2.5% |
| 5Y | +19.3% | +75.2% | -55.9% | -22.9% |
| 10Y | +280.8% | +311.1% | -30.3% | +36.3% |
| All | +1,378.1% | +866.7% | +511.4% | +301.6% |
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