+60.5%
DMAC vs SPY
+14.6%
+45.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.0% | +5.0% |
| 7D | +9.7% | -0.7% | +10.4% | +11.0% |
| 30D | +27.9% | -1.0% | +28.9% | +30.3% |
| 3M | +64.7% | -0.3% | +65.0% | +66.0% |
| 6M | +78.0% | +7.3% | +70.7% | +58.5% |
| YTD | +35.3% | +13.3% | +22.0% | +11.9% |
| 1Y | +60.5% | +14.8% | +45.7% | +28.2% |
| All | +60.5% | +14.6% | +45.9% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling