-39.9%
ADPT vs SPY
+188.1%
-228.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | +0.2% |
| 7D | -1.4% | -2.0% | +0.6% | +1.8% |
| 30D | -4.6% | -1.7% | -2.9% | -2.0% |
| 3M | +41.9% | +4.7% | +37.2% | +32.2% |
| 6M | +66.9% | +12.5% | +54.4% | +40.0% |
| YTD | +49.2% | +11.7% | +37.5% | +26.2% |
| 1Y | +95.1% | +17.5% | +77.6% | +53.2% |
| 3Y | +303.8% | +76.6% | +227.3% | +74.0% |
| 5Y | -36.4% | +82.0% | -118.5% | -71.5% |
| All | -39.9% | +188.1% | -228.0% | -82.8% |
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