+27.5%
ADM vs SPYG
+8.5%
+19.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.6% |
| 7D | +4.2% | +2.3% | +1.8% | +4.5% |
| 30D | -12.8% | -6.5% | -6.4% | -13.4% |
| 3M | -8.5% | -6.8% | -1.6% | -9.1% |
| 6M | -10.9% | -3.1% | -7.8% | -11.0% |
| YTD | +29.4% | +8.0% | +21.4% | +29.5% |
| 1Y | +27.5% | +10.2% | +17.3% | +28.2% |
| All | +27.5% | +8.5% | +19.1% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling