+45.7%
ADM vs SPXS
-34.6%
+80.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | +0.4% |
| 7D | +3.0% | +6.4% | -3.4% | +2.9% |
| 30D | +8.7% | +6.0% | +2.7% | +8.6% |
| 3M | +7.6% | -11.6% | +19.2% | +7.6% |
| 6M | +26.9% | -28.7% | +55.6% | +26.7% |
| YTD | +54.3% | -26.3% | +80.6% | +54.1% |
| 1Y | +45.7% | -34.9% | +80.6% | +49.3% |
| All | +45.7% | -34.6% | +80.3% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling