+115.4%
ADMA vs SPY
+307.0%
-191.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.6% |
| 7D | +7.5% | +2.6% | +4.9% | +5.1% |
| 30D | +32.3% | -2.0% | +34.3% | +33.3% |
| 3M | +45.4% | -2.8% | +48.2% | +47.5% |
| 6M | +60.9% | +2.1% | +58.8% | +55.1% |
| YTD | -25.0% | +11.5% | -36.5% | -33.4% |
| 1Y | -12.9% | +13.5% | -26.3% | -23.7% |
| 3Y | +265.8% | +77.7% | +188.1% | +118.1% |
| 5Y | +724.1% | +72.6% | +651.5% | +401.0% |
| All | +115.4% | +307.0% | -191.6% | -10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling