-0.3%
SPOT vs ADM
+29.8%
-30.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | +16.6% | -8.3% | +24.9% | +16.8% |
| 30D | +29.9% | -14.1% | +44.0% | +30.4% |
| 3M | +31.3% | -10.7% | +42.0% | +31.6% |
| 6M | +43.2% | -5.9% | +49.1% | +43.6% |
| YTD | +8.1% | +25.8% | -17.7% | +7.0% |
| 1Y | -0.3% | +21.3% | -21.6% | -0.7% |
| All | -0.3% | +29.8% | -30.2% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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