+171.7%
ADM vs SPXS
-99.5%
+271.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | +0.9% |
| 7D | +3.0% | +6.4% | -3.4% | +4.5% |
| 30D | +8.7% | +6.0% | +2.7% | +10.2% |
| 3M | +7.6% | -11.6% | +19.2% | +4.8% |
| 6M | +26.9% | -28.7% | +55.6% | +17.9% |
| YTD | +54.3% | -26.3% | +80.6% | +44.9% |
| 1Y | +45.7% | -34.9% | +80.6% | +33.1% |
| 3Y | +21.9% | -79.5% | +101.4% | -12.2% |
| 5Y | +67.2% | -85.9% | +153.1% | +20.9% |
| All | +171.7% | -99.5% | +271.2% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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