+12.5%
ADMA vs SPY
+457.7%
-445.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +3.9% | +0.1% | +3.8% | +3.8% |
| 3M | +20.6% | +2.0% | +18.6% | +18.0% |
| 6M | -41.8% | +13.0% | -54.9% | -47.9% |
| YTD | -47.3% | +13.5% | -60.8% | -53.0% |
| 1Y | -43.1% | +20.0% | -63.1% | -51.5% |
| 3Y | +147.3% | +77.2% | +70.1% | +54.9% |
| 5Y | +623.3% | +81.9% | +541.4% | +344.5% |
| 10Y | +66.1% | +314.1% | -247.9% | -35.3% |
| All | +12.5% | +457.7% | -445.2% | -62.9% |
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