+123.9%
ADAMN vs SPY
+243.8%
-119.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +5.8% | +0.1% | +5.7% | +5.7% |
| 3M | +7.8% | +2.0% | +5.8% | +6.3% |
| 6M | +14.7% | +13.0% | +1.7% | +5.9% |
| YTD | +20.8% | +13.5% | +7.2% | +11.0% |
| 1Y | +25.8% | +20.0% | +5.8% | +11.4% |
| 3Y | +57.4% | +77.2% | -19.8% | +3.9% |
| 5Y | +51.8% | +81.9% | -30.1% | -3.9% |
| All | +123.9% | +243.8% | -119.9% | -9.9% |
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