+50.1%
ADAML vs SPY
+92.9%
-42.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +1.8% | +0.1% | +1.8% | +1.8% |
| 3M | +4.9% | +2.0% | +2.9% | +4.3% |
| 6M | +9.9% | +13.0% | -3.1% | +6.0% |
| YTD | +15.7% | +13.5% | +2.2% | +11.4% |
| 1Y | +20.9% | +20.0% | +0.9% | +14.3% |
| 3Y | +66.0% | +77.2% | -11.2% | +35.9% |
| 5Y | +54.1% | +81.9% | -27.7% | +19.3% |
| All | +50.1% | +92.9% | -42.8% | +15.1% |
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 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