+26.7%
ADM vs SPXU
-28.1%
+54.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.9% | +6.2% | +2.4% |
| 7D | +0.1% | +1.5% | -1.4% | +0.1% |
| 30D | -11.8% | +6.4% | -18.2% | -11.9% |
| 3M | -11.3% | +4.2% | -15.5% | -11.4% |
| 6M | -10.0% | -7.8% | -2.2% | -9.9% |
| YTD | +25.9% | -27.5% | +53.4% | +25.5% |
| 1Y | +26.7% | -27.1% | +53.8% | +26.4% |
| All | +26.7% | -28.1% | +54.8% | +26.4% |
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