+67.2%
ADM vs SPY
+79.8%
-12.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +3.0% | -2.0% | +5.0% | +3.9% |
| 30D | +8.7% | -1.7% | +10.4% | +9.5% |
| 3M | +7.6% | +4.7% | +2.9% | +5.1% |
| 6M | +26.9% | +12.5% | +14.4% | +19.5% |
| YTD | +54.3% | +11.7% | +42.6% | +45.8% |
| 1Y | +45.7% | +17.5% | +28.2% | +33.9% |
| 3Y | +21.9% | +76.6% | -54.6% | -12.3% |
| 5Y | +67.2% | +82.0% | -14.9% | +14.6% |
| All | +67.2% | +79.8% | -12.6% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling