+137.7%
ADME vs SPY
+308.5%
-170.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +2.2% | +3.3% | -1.1% | 0.0% |
| 30D | -2.3% | -2.7% | +0.4% | -0.5% |
| 3M | -1.8% | -1.7% | 0.0% | -0.6% |
| 6M | +1.0% | +3.1% | -2.0% | -1.0% |
| YTD | +9.0% | +11.9% | -2.9% | +1.0% |
| 1Y | +7.9% | +12.0% | -4.1% | -0.1% |
| 3Y | +56.7% | +78.2% | -21.5% | +6.4% |
| 5Y | +34.5% | +73.2% | -38.7% | -7.5% |
| All | +137.7% | +308.5% | -170.8% | -24.7% |
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