+137.3%
DMAC vs SPY
+312.9%
-175.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.3% |
| 7D | +1.2% | -2.7% | +3.9% | +4.5% |
| 30D | +17.1% | -5.4% | +22.5% | +24.3% |
| 3M | +38.3% | -4.1% | +42.3% | +44.9% |
| 6M | +43.6% | +0.7% | +42.9% | +44.2% |
| YTD | +17.6% | +8.7% | +8.9% | +10.6% |
| 1Y | +50.5% | +10.9% | +39.6% | +39.6% |
| 3Y | +271.4% | +75.0% | +196.4% | +138.0% |
| 5Y | +101.3% | +67.8% | +33.5% | +32.6% |
| All | +137.3% | +312.9% | -175.5% | -40.7% |
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 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