+6.8%
ADAML vs SPY
+12.3%
-5.5%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -9.6% | -3.3% | -6.3% | -9.1% |
| 3M | -9.4% | -2.4% | -7.0% | -9.1% |
| 6M | -5.8% | +2.6% | -8.3% | -6.1% |
| YTD | +4.0% | +11.2% | -7.3% | +2.5% |
| All | +6.8% | +12.3% | -5.5% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling