+67.1%
ADM vs SPXS
-85.7%
+152.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.6% |
| 7D | +1.4% | +1.2% | +0.1% | +1.6% |
| 30D | +8.2% | +5.2% | +3.0% | +9.0% |
| 3M | +8.7% | -9.2% | +17.9% | +7.3% |
| 6M | +29.1% | -29.6% | +58.7% | +22.8% |
| YTD | +53.7% | -27.6% | +81.3% | +47.1% |
| 1Y | +43.2% | -36.7% | +80.0% | +34.3% |
| 3Y | +21.4% | -79.8% | +101.2% | -4.1% |
| 5Y | +67.1% | -85.9% | +153.0% | +31.0% |
| All | +67.1% | -85.7% | +152.8% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling