+319.7%
SPY vs ADM
+171.4%
+148.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.2% |
| 7D | -0.4% | +1.4% | -1.7% | -0.8% |
| 30D | -1.4% | +8.2% | -9.6% | -3.9% |
| 3M | +3.7% | +8.7% | -5.0% | +0.6% |
| 6M | +13.0% | +29.1% | -16.1% | +3.3% |
| YTD | +12.4% | +53.7% | -41.3% | -3.3% |
| 1Y | +18.5% | +43.2% | -24.7% | +4.0% |
| 3Y | +77.6% | +21.4% | +56.2% | +60.9% |
| 5Y | +81.7% | +67.1% | +14.6% | +37.1% |
| 10Y | +319.7% | +176.6% | +143.1% | +135.2% |
| All | +319.7% | +171.4% | +148.2% | +135.2% |
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