+48.9%
ADMA vs SPY
+433.8%
-384.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.9% |
| 7D | +11.6% | -2.7% | +14.3% | +12.9% |
| 30D | +25.5% | -5.4% | +30.9% | +30.2% |
| 3M | +26.5% | -4.1% | +30.6% | +29.6% |
| 6M | +26.3% | +0.7% | +25.6% | +23.4% |
| YTD | -30.2% | +8.7% | -38.9% | -36.1% |
| 1Y | -9.3% | +10.9% | -20.1% | -18.2% |
| 3Y | +250.7% | +75.0% | +175.7% | +120.0% |
| 5Y | +836.0% | +67.8% | +768.2% | +505.5% |
| 10Y | +154.1% | +312.9% | -158.8% | -0.4% |
| All | +48.9% | +433.8% | -384.9% | -49.6% |
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