+120.2%
SPOT vs ADM
+24.7%
+95.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.9% | +0.6% |
| 7D | -3.0% | +0.1% | -3.1% | -2.9% |
| 30D | +15.2% | -11.8% | +27.0% | +14.5% |
| 3M | +21.6% | -11.3% | +32.9% | +20.9% |
| 6M | +45.2% | -10.0% | +55.2% | +44.6% |
| YTD | +4.9% | +25.9% | -21.0% | +6.7% |
| 1Y | -4.8% | +26.7% | -31.4% | -3.1% |
| 3Y | +256.3% | +8.1% | +248.1% | +263.5% |
| 5Y | +120.2% | +23.5% | +96.7% | +125.4% |
| All | +120.2% | +24.7% | +95.4% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling