-28.9%
ADTN vs SPY
+18.1%
-47.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.2% | +3.6% |
| 7D | +6.2% | -0.8% | +7.0% | +7.6% |
| 30D | -7.6% | -1.1% | -6.5% | -6.0% |
| 3M | -50.4% | +3.9% | -54.3% | -53.4% |
| 6M | -26.4% | +13.6% | -40.0% | -39.8% |
| YTD | -13.2% | +12.7% | -25.9% | -27.7% |
| 1Y | -28.9% | +17.5% | -46.4% | -48.1% |
| All | -28.9% | +18.1% | -47.1% | -48.1% |
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