+264.0%
SPOT vs ADM
+155.6%
+108.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.4% | -3.2% |
| 7D | -0.9% | +3.8% | -4.7% | -1.3% |
| 30D | +12.5% | +9.8% | +2.7% | +11.4% |
| 3M | +9.9% | +2.1% | +7.8% | +9.5% |
| 6M | +1.6% | +27.5% | -25.9% | -1.3% |
| YTD | -6.6% | +50.2% | -56.8% | -10.9% |
| 1Y | -22.9% | +40.6% | -63.5% | -26.1% |
| 3Y | +244.3% | +17.2% | +227.0% | +239.1% |
| 5Y | +117.8% | +61.9% | +55.9% | +87.5% |
| All | +264.0% | +155.6% | +108.4% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling