+122.3%
ADM vs SPMO
+495.2%
-372.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.4% |
| 7D | +4.2% | +6.3% | -2.2% | +1.3% |
| 30D | -12.8% | -8.9% | -4.0% | -9.5% |
| 3M | -8.5% | -13.2% | +4.8% | -3.0% |
| 6M | -10.9% | -9.3% | -1.6% | -8.7% |
| YTD | +29.4% | +11.6% | +17.9% | +18.8% |
| 1Y | +27.5% | +13.4% | +14.2% | +15.9% |
| 3Y | +10.3% | +122.9% | -112.5% | -34.8% |
| 5Y | +27.4% | +113.9% | -86.6% | -23.5% |
| 10Y | +134.6% | +460.5% | -325.9% | -12.6% |
| All | +122.3% | +495.2% | -372.9% | -21.7% |
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