-13.0%
ADPT vs SPY
+72.4%
-85.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.2% |
| 7D | +13.8% | -0.6% | +14.4% | +14.7% |
| 30D | +10.8% | -3.7% | +14.5% | +19.5% |
| 3M | +15.4% | -2.7% | +18.1% | +21.5% |
| 6M | +112.6% | +2.2% | +110.4% | +103.1% |
| YTD | +80.8% | +10.8% | +70.0% | +46.3% |
| 1Y | +99.6% | +11.2% | +88.4% | +60.1% |
| 3Y | +736.5% | +76.5% | +660.0% | +151.5% |
| All | -13.0% | +72.4% | -85.4% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling