+67.1%
ADM vs SPMO
+149.2%
-82.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +1.4% | +2.7% | -1.3% | +0.5% |
| 30D | +8.2% | +1.1% | +7.1% | +7.8% |
| 3M | +8.7% | +2.0% | +6.7% | +7.2% |
| 6M | +29.1% | +26.5% | +2.5% | +17.0% |
| YTD | +53.7% | +26.5% | +27.1% | +39.2% |
| 1Y | +43.2% | +27.9% | +15.3% | +28.7% |
| 3Y | +21.4% | +160.4% | -139.0% | -30.3% |
| 5Y | +67.1% | +151.5% | -84.4% | -3.8% |
| All | +67.1% | +149.2% | -82.1% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling