-29.3%
ADAM vs SPY
+311.8%
-341.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -3.5% |
| 7D | -13.8% | -0.9% | -12.8% | -13.0% |
| 30D | -30.5% | -2.4% | -28.2% | -28.7% |
| 3M | -46.1% | -1.2% | -44.9% | -45.4% |
| 6M | -34.3% | +3.3% | -37.6% | -36.4% |
| YTD | -19.5% | +12.3% | -31.8% | -28.2% |
| 1Y | -15.7% | +12.4% | -28.2% | -25.0% |
| 3Y | -2.4% | +78.8% | -81.2% | -46.2% |
| 5Y | -41.0% | +75.2% | -116.2% | -66.8% |
| 10Y | -29.3% | +311.1% | -340.4% | -80.5% |
| All | -29.3% | +311.8% | -341.0% | -80.5% |
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