-78.0%
DMAC vs SPY
+576.1%
-654.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.1% | -4.4% | -11.7% | -12.9% |
| 7D | -5.0% | -4.7% | -0.3% | -1.1% |
| 30D | +11.2% | -5.9% | +17.1% | +17.0% |
| 3M | +35.6% | -4.5% | +40.2% | +41.3% |
| 6M | +44.6% | +1.8% | +42.9% | +44.2% |
| YTD | +13.6% | +8.3% | +5.2% | +8.7% |
| 1Y | +35.9% | +9.3% | +26.6% | +29.7% |
| 3Y | +255.9% | +74.9% | +181.1% | +155.2% |
| 5Y | +94.4% | +67.3% | +27.1% | +42.3% |
| 10Y | +129.2% | +311.6% | -182.4% | +28.3% |
| All | -78.0% | +576.1% | -654.1% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling