-39.8%
ADPT vs SPY
+192.8%
-232.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.6% |
| 7D | -3.6% | +0.1% | -3.7% | -3.8% |
| 30D | -1.3% | +0.1% | -1.4% | -1.3% |
| 3M | +34.3% | +2.0% | +32.3% | +30.6% |
| 6M | +47.7% | +13.0% | +34.7% | +23.2% |
| YTD | +49.5% | +13.5% | +36.0% | +23.3% |
| 1Y | +86.5% | +20.0% | +66.5% | +41.7% |
| 3Y | +256.5% | +77.2% | +179.3% | +52.7% |
| 5Y | -38.5% | +81.9% | -120.4% | -72.7% |
| All | -39.8% | +192.8% | -232.6% | -83.2% |
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