+708.5%
ADMA vs SPY
+81.8%
+626.7%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | +2.3% | +0.5% | +1.7% | +1.6% |
| 30D | -3.6% | -0.9% | -2.7% | -2.6% |
| 3M | +18.4% | +3.9% | +14.5% | +12.6% |
| 6M | -38.0% | +14.5% | -52.5% | -47.6% |
| YTD | -47.7% | +12.9% | -60.6% | -55.1% |
| 1Y | -41.9% | +19.4% | -61.3% | -53.2% |
| 3Y | +148.4% | +78.5% | +70.0% | +26.4% |
| 5Y | +708.5% | +81.8% | +626.7% | +307.5% |
| All | +708.5% | +81.8% | +626.7% | +307.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling