+1,401.7%
ADM vs SPY
+3,091.8%
-1,690.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +3.8% | +0.1% | +3.7% | +3.6% |
| 30D | +9.8% | +0.1% | +9.7% | +9.6% |
| 3M | +2.1% | +2.0% | +0.1% | +0.3% |
| 6M | +27.5% | +13.0% | +14.5% | +15.4% |
| YTD | +50.2% | +13.5% | +36.7% | +35.3% |
| 1Y | +40.6% | +20.0% | +20.6% | +21.0% |
| 3Y | +17.2% | +77.2% | -60.0% | -27.0% |
| 5Y | +61.9% | +81.9% | -20.0% | -2.9% |
| 10Y | +159.3% | +314.1% | -154.8% | -18.8% |
| All | +1,401.7% | +3,091.8% | -1,690.1% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling