+171.7%
ADM vs SPYG
+420.3%
-248.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.8% |
| 7D | +3.0% | -1.8% | +4.8% | +3.9% |
| 30D | +8.7% | -1.9% | +10.6% | +9.6% |
| 3M | +7.6% | +5.2% | +2.5% | +4.7% |
| 6M | +26.9% | +15.6% | +11.3% | +17.5% |
| YTD | +54.3% | +12.4% | +41.9% | +44.6% |
| 1Y | +45.7% | +17.5% | +28.2% | +33.0% |
| 3Y | +21.9% | +98.1% | -76.2% | -19.2% |
| 5Y | +67.2% | +84.9% | -17.8% | +12.8% |
| All | +171.7% | +420.3% | -248.7% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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