+50.5%
DMAC vs SPY
+9.9%
+40.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.0% |
| 7D | +1.2% | -2.7% | +3.9% | +7.9% |
| 30D | +17.1% | -5.4% | +22.5% | +30.7% |
| 3M | +38.3% | -4.1% | +42.3% | +51.0% |
| 6M | +43.6% | +0.7% | +42.9% | +44.9% |
| YTD | +17.6% | +8.7% | +8.9% | +6.7% |
| 1Y | +50.5% | +10.9% | +39.6% | +29.7% |
| All | +50.5% | +9.9% | +40.6% | +29.7% |
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 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