-71.2%
ADTN vs SPY
+307.0%
-378.2%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.2% |
| 7D | +19.6% | +2.6% | +17.0% | +16.2% |
| 30D | -27.3% | -2.0% | -25.3% | -25.1% |
| 3M | -40.1% | -2.8% | -37.4% | -37.7% |
| 6M | -69.4% | +2.1% | -71.5% | -69.8% |
| YTD | -44.4% | +11.5% | -55.9% | -50.3% |
| 1Y | -37.0% | +13.5% | -50.5% | -44.7% |
| 3Y | -11.7% | +77.7% | -89.4% | -50.4% |
| 5Y | -76.0% | +72.6% | -148.6% | -86.1% |
| All | -71.2% | +307.0% | -378.2% | -93.5% |
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 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