+512.7%
ADM vs SPXS
-100.0%
+612.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.6% |
| 7D | +3.8% | -0.1% | +3.8% | +3.7% |
| 30D | +9.8% | +0.8% | +8.9% | +10.0% |
| 3M | +2.1% | -4.7% | +6.8% | +1.2% |
| 6M | +27.5% | -29.6% | +57.1% | +16.6% |
| YTD | +50.2% | -29.8% | +80.0% | +37.6% |
| 1Y | +40.6% | -38.9% | +79.5% | +24.2% |
| 3Y | +17.2% | -79.6% | +96.8% | -19.7% |
| 5Y | +61.9% | -85.9% | +147.8% | +11.4% |
| 10Y | +159.3% | -99.5% | +258.8% | -16.8% |
| All | +512.7% | -100.0% | +612.7% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling