+93.2%
ADAMN vs SPY
+229.1%
-135.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -2.7% | -2.7% | 0.0% | -1.1% |
| 30D | -10.2% | -5.4% | -4.8% | -7.2% |
| 3M | -9.2% | -4.1% | -5.1% | -7.0% |
| 6M | -5.7% | +0.7% | -6.4% | -6.4% |
| YTD | +4.2% | +8.7% | -4.4% | -1.7% |
| 1Y | +6.9% | +10.9% | -4.0% | -0.5% |
| 3Y | +44.2% | +75.0% | -30.8% | -4.6% |
| 5Y | +29.0% | +67.8% | -38.8% | -13.2% |
| All | +93.2% | +229.1% | -135.8% | -20.2% |
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 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