+136.4%
ADMA vs SPY
+315.0%
-178.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -1.6% |
| 7D | +15.6% | +0.1% | +15.6% | +14.2% |
| 30D | +23.5% | -3.3% | +26.8% | +25.9% |
| 3M | +29.2% | -2.4% | +31.6% | +30.6% |
| 6M | +56.5% | +2.6% | +54.0% | +50.3% |
| YTD | -29.9% | +11.2% | -41.1% | -37.6% |
| 1Y | -11.9% | +13.4% | -25.3% | -22.8% |
| 3Y | +233.9% | +79.9% | +154.0% | +97.1% |
| 5Y | +800.7% | +72.2% | +728.5% | +449.1% |
| 10Y | +136.4% | +307.3% | -170.9% | +10.0% |
| All | +136.4% | +315.0% | -178.6% | +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