-24.4%
ADAM vs SPY
+315.0%
-339.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -2.4% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | -25.6% | -3.3% | -22.3% | -22.9% |
| 3M | -40.0% | -2.4% | -37.6% | -38.5% |
| 6M | -31.2% | +2.6% | -33.8% | -32.9% |
| YTD | -14.1% | +11.2% | -25.3% | -22.6% |
| 1Y | -7.6% | +13.4% | -21.0% | -18.4% |
| 3Y | +5.5% | +79.9% | -74.4% | -42.2% |
| 5Y | -38.1% | +72.2% | -110.2% | -64.5% |
| 10Y | -24.4% | +307.3% | -331.7% | -78.6% |
| All | -24.4% | +315.0% | -339.4% | -78.6% |
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 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