+205.7%
DMAC vs SPY
+308.5%
-102.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.1% |
| 7D | +3.2% | +3.3% | -0.1% | +0.2% |
| 30D | +19.3% | -2.7% | +22.0% | +23.3% |
| 3M | +36.4% | -1.7% | +38.1% | +39.9% |
| 6M | +47.6% | +3.1% | +44.5% | +45.1% |
| YTD | +17.2% | +11.9% | +5.3% | +7.3% |
| 1Y | +47.9% | +12.0% | +35.9% | +35.8% |
| 3Y | +295.3% | +78.2% | +217.2% | +148.8% |
| 5Y | +124.3% | +73.2% | +51.0% | +43.5% |
| All | +205.7% | +308.5% | -102.8% | -20.8% |
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