+45.7%
ADM vs SPYG
+17.3%
+28.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.3% |
| 7D | +3.0% | -1.8% | +4.8% | +2.7% |
| 30D | +8.7% | -1.9% | +10.6% | +8.4% |
| 3M | +7.6% | +5.2% | +2.5% | +8.3% |
| 6M | +26.9% | +15.6% | +11.3% | +29.4% |
| YTD | +54.3% | +12.4% | +41.9% | +56.0% |
| 1Y | +45.7% | +17.5% | +28.2% | +51.9% |
| All | +45.7% | +17.3% | +28.4% | +51.9% |
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