-73.5%
ADAM vs SPY
+909.2%
-982.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.4% | +0.2% | -1.4% |
| 7D | -17.5% | -4.7% | -12.8% | -14.8% |
| 30D | -23.3% | -5.9% | -17.4% | -20.1% |
| 3M | -35.1% | -4.5% | -30.6% | -33.0% |
| 6M | -26.6% | +1.8% | -28.4% | -27.3% |
| YTD | -10.6% | +8.3% | -19.0% | -14.8% |
| 1Y | -2.4% | +9.3% | -11.8% | -7.5% |
| 3Y | +7.4% | +74.9% | -67.4% | -24.0% |
| 5Y | -35.7% | +67.3% | -103.0% | -53.0% |
| 10Y | -17.7% | +311.6% | -329.2% | -60.0% |
| All | -73.5% | +909.2% | -982.7% | -90.6% |
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