+131.7%
ADME vs SPY
+315.5%
-183.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -2.0% | -2.7% | +0.7% | -0.2% |
| 30D | -4.6% | -5.4% | +0.8% | -1.0% |
| 3M | -3.9% | -4.1% | +0.2% | -1.1% |
| 6M | -0.9% | +0.7% | -1.6% | -1.4% |
| YTD | +6.5% | +8.7% | -2.1% | +0.7% |
| 1Y | +7.3% | +10.9% | -3.6% | +0.1% |
| 3Y | +55.1% | +75.0% | -19.9% | +6.6% |
| 5Y | +31.8% | +67.8% | -36.0% | -7.5% |
| 10Y | +142.1% | +312.9% | -170.7% | -13.5% |
| All | +131.7% | +315.5% | -183.8% | -16.5% |
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 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