-36.3%
ADPT vs SPY
+81.0%
-117.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.3% |
| 7D | -1.0% | -0.4% | -0.6% | -0.3% |
| 30D | -4.0% | -1.4% | -2.7% | -1.4% |
| 3M | +40.7% | +3.7% | +37.0% | +30.7% |
| 6M | +63.3% | +13.0% | +50.3% | +28.3% |
| YTD | +50.4% | +12.4% | +38.0% | +18.8% |
| 1Y | +93.7% | +18.5% | +75.1% | +37.7% |
| 3Y | +307.0% | +77.6% | +229.4% | +21.3% |
| 5Y | -36.3% | +81.7% | -118.0% | -80.4% |
| All | -36.3% | +81.0% | -117.3% | -80.4% |
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