Adam adored Cecilia, but because of the favoritism she was often shown by their father and godfather, Adam also resented her. This is shown when Adam tells Cecilia to leave his and Miles' room after a terrible incident with Nathaniel, and when he says it hurts him that Nathaniel and Ambrose love her the best.
Adam loved Daniel, and thought of him as the big brother he never had. Readers see this when he tells Daniel that he's the best big brother for which he could ever ask.
When readers last hear of Adam, he and his brother, Miles, are holding each other in sorrow over the tragic death of their beloved sister.