+3,029.2%
SPY vs ADM
+1,145.5%
+1,883.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +0.1% | -7.8% | +7.9% | +2.4% |
| 30D | -3.3% | -12.6% | +9.3% | +0.3% |
| 3M | -2.4% | -8.2% | +5.8% | -0.4% |
| 6M | +2.6% | -8.9% | +11.5% | +4.5% |
| YTD | +11.2% | +24.0% | -12.7% | +3.0% |
| 1Y | +13.4% | +26.2% | -12.8% | +4.3% |
| 3Y | +79.9% | +7.0% | +72.9% | +68.2% |
| 5Y | +72.2% | +24.9% | +47.3% | +51.1% |
| 10Y | +307.3% | +102.6% | +204.7% | +202.2% |
| All | +3,029.2% | +1,145.5% | +1,883.8% | +1,277.4% |
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 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