+158.0%
ADM vs SPMO
+572.4%
-414.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.5% |
| 7D | +3.8% | +2.0% | +1.8% | +2.8% |
| 30D | +9.8% | -0.4% | +10.1% | +9.8% |
| 3M | +2.1% | -1.9% | +4.0% | +2.0% |
| 6M | +27.5% | +25.0% | +2.5% | +12.1% |
| YTD | +50.2% | +26.0% | +24.2% | +31.3% |
| 1Y | +40.6% | +28.7% | +11.9% | +21.1% |
| 3Y | +17.2% | +160.9% | -143.7% | -35.7% |
| 5Y | +61.9% | +147.9% | -86.0% | -8.9% |
| 10Y | +159.3% | +518.9% | -359.7% | -7.6% |
| All | +158.0% | +572.4% | -414.4% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling