+67.1%
ADM vs SPYG
+83.9%
-16.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +1.4% | +0.3% | +1.0% | +1.3% |
| 30D | +8.2% | -1.7% | +9.9% | +8.6% |
| 3M | +8.7% | +3.6% | +5.1% | +7.6% |
| 6M | +29.1% | +16.6% | +12.5% | +23.8% |
| YTD | +53.7% | +13.4% | +40.3% | +48.4% |
| 1Y | +43.2% | +19.6% | +23.6% | +35.9% |
| 3Y | +21.4% | +99.8% | -78.4% | -5.3% |
| 5Y | +67.1% | +85.0% | -17.9% | +28.0% |
| All | +67.1% | +83.9% | -16.8% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling