+102.6%
ADM vs SPY
+315.0%
-212.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.8% |
| 7D | -7.8% | +0.1% | -7.9% | -8.0% |
| 30D | -12.6% | -3.3% | -9.3% | -10.7% |
| 3M | -8.2% | -2.4% | -5.8% | -7.0% |
| 6M | -8.9% | +2.6% | -11.5% | -11.1% |
| YTD | +24.0% | +11.2% | +12.7% | +13.7% |
| 1Y | +26.2% | +13.4% | +12.8% | +13.9% |
| 3Y | +7.0% | +79.9% | -72.9% | -34.0% |
| 5Y | +24.9% | +72.2% | -47.3% | -21.3% |
| 10Y | +102.6% | +307.3% | -204.7% | -39.2% |
| All | +102.6% | +315.0% | -212.4% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling