+42.2%
SPOT vs ADM
-9.1%
+51.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.4% | +2.0% |
| 7D | +1.6% | +4.2% | -2.6% | +1.0% |
| 30D | +16.9% | -12.8% | +29.8% | +18.6% |
| 3M | +23.0% | -8.5% | +31.4% | +24.2% |
| 6M | +42.2% | -10.9% | +53.1% | +44.0% |
| All | +42.2% | -9.1% | +51.3% | +44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling