+32.8%
ADAM vs SPY
+313.2%
-280.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +3.3% | +0.1% | +3.2% | +3.2% |
| 3M | +10.5% | +2.0% | +8.5% | +8.2% |
| 6M | +25.6% | +13.0% | +12.5% | +11.2% |
| YTD | +42.2% | +13.5% | +28.7% | +25.3% |
| 1Y | +50.1% | +20.0% | +30.1% | +24.8% |
| 3Y | +47.5% | +77.2% | -29.6% | -18.0% |
| 5Y | +4.7% | +81.9% | -77.1% | -43.4% |
| All | +32.8% | +313.2% | -280.4% | -64.1% |
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