-31.3%
ADAM vs SPY
+307.0%
-338.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.3% |
| 7D | -7.7% | +2.6% | -10.3% | -10.2% |
| 30D | -30.0% | -2.0% | -28.0% | -28.5% |
| 3M | -46.2% | -2.8% | -43.4% | -44.5% |
| 6M | -37.3% | +2.1% | -39.5% | -38.6% |
| YTD | -20.7% | +11.5% | -32.2% | -28.8% |
| 1Y | -15.6% | +13.5% | -29.0% | -25.5% |
| 3Y | -2.3% | +77.7% | -80.0% | -45.8% |
| 5Y | -41.5% | +72.6% | -114.1% | -66.6% |
| All | -31.3% | +307.0% | -338.4% | -80.7% |
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