+275.6%
DMAC vs SPY
+78.1%
+197.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.3% |
| 7D | -6.1% | +2.6% | -8.7% | -9.2% |
| 30D | +14.8% | -2.0% | +16.7% | +19.0% |
| 3M | +30.2% | -2.8% | +33.0% | +36.5% |
| 6M | +40.4% | +2.1% | +38.3% | +38.7% |
| YTD | +10.4% | +11.5% | -1.1% | -1.6% |
| 1Y | +62.2% | +13.5% | +48.7% | +41.7% |
| 3Y | +275.6% | +77.7% | +197.9% | +103.3% |
| All | +275.6% | +78.1% | +197.6% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling