+18.5%
ADM vs SPXS
-80.2%
+98.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | 0.0% |
| 7D | -0.1% | -1.5% | +1.5% | -0.2% |
| 30D | +11.0% | +3.7% | +7.4% | +11.4% |
| 3M | +6.0% | -9.6% | +15.6% | +5.1% |
| 6M | +26.9% | -32.4% | +59.3% | +22.1% |
| YTD | +50.0% | -28.7% | +78.7% | +45.4% |
| 1Y | +39.6% | -38.1% | +77.7% | +33.1% |
| 3Y | +18.5% | -80.1% | +98.7% | -3.1% |
| All | +18.5% | -80.2% | +98.8% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling