-40.2%
ADTN vs SPY
+14.6%
-54.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.7% | -8.2% | -9.1% |
| 7D | -32.0% | -0.7% | -31.3% | -31.3% |
| 30D | -33.8% | -1.0% | -32.8% | -32.6% |
| 3M | -46.0% | -0.3% | -45.7% | -45.5% |
| 6M | -74.2% | +7.3% | -81.5% | -76.4% |
| YTD | -45.6% | +13.3% | -58.9% | -53.3% |
| 1Y | -40.2% | +14.8% | -55.0% | -49.7% |
| All | -40.2% | +14.6% | -54.8% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling