-11.0%
ADTN vs SPY
+76.5%
-87.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.3% |
| 7D | -4.3% | -0.4% | -3.9% | -3.8% |
| 30D | -5.6% | -1.4% | -4.3% | -3.6% |
| 3M | -49.5% | +3.7% | -53.2% | -52.4% |
| 6M | -25.2% | +13.0% | -38.2% | -38.2% |
| YTD | -17.1% | +12.4% | -29.5% | -30.8% |
| 1Y | -30.6% | +18.5% | -49.1% | -46.2% |
| All | -11.0% | +76.5% | -87.6% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling