+45.7%
ADM vs SPXU
-34.8%
+80.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.4% |
| 7D | +3.0% | +6.4% | -3.4% | +2.9% |
| 30D | +8.7% | +5.9% | +2.8% | +8.6% |
| 3M | +7.6% | -11.7% | +19.3% | +7.6% |
| 6M | +26.9% | -28.7% | +55.6% | +26.7% |
| YTD | +54.3% | -26.4% | +80.6% | +54.1% |
| 1Y | +45.7% | -35.2% | +80.9% | +50.4% |
| All | +45.7% | -34.8% | +80.5% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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