+62.6%
ADM vs SPXU
-86.0%
+148.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | +0.1% |
| 7D | -0.1% | -1.5% | +1.4% | -0.3% |
| 30D | +11.0% | +3.7% | +7.3% | +11.7% |
| 3M | +6.0% | -9.6% | +15.6% | +4.5% |
| 6M | +26.9% | -32.4% | +59.3% | +19.9% |
| YTD | +50.0% | -28.7% | +78.7% | +43.2% |
| 1Y | +39.6% | -38.2% | +77.8% | +30.3% |
| 3Y | +18.5% | -80.4% | +99.0% | -7.1% |
| 5Y | +62.6% | -86.0% | +148.6% | +27.0% |
| All | +62.6% | -86.0% | +148.6% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling