+171.1%
ADM vs SPMO
+517.6%
-346.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +2.5% | -0.9% | +3.4% | +2.9% |
| 30D | +9.5% | -1.9% | +11.4% | +10.3% |
| 3M | +10.6% | -1.4% | +12.0% | +10.3% |
| 6M | +24.0% | +25.5% | -1.5% | +8.5% |
| YTD | +54.0% | +24.8% | +29.1% | +34.8% |
| 1Y | +45.3% | +24.5% | +20.8% | +27.0% |
| 3Y | +21.8% | +157.1% | -135.4% | -33.5% |
| 5Y | +66.8% | +149.5% | -82.7% | -7.8% |
| All | +171.1% | +517.6% | -346.5% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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