+250.1%
SPOT vs ADM
+162.5%
+87.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | -6.9% | +3.0% | -9.9% | -7.1% |
| 30D | +4.1% | +8.7% | -4.6% | +3.2% |
| 3M | +3.7% | +7.6% | -3.9% | +2.8% |
| 6M | -1.6% | +26.9% | -28.5% | -4.3% |
| YTD | -10.2% | +54.3% | -64.4% | -14.6% |
| 1Y | -25.9% | +45.7% | -71.6% | -29.2% |
| 3Y | +235.6% | +21.9% | +213.7% | +228.6% |
| 5Y | +110.6% | +67.2% | +43.4% | +80.5% |
| All | +250.1% | +162.5% | +87.6% | +153.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling