+3,094.0%
SPY vs ADM
+1,408.8%
+1,685.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | +3.8% | -3.7% | -1.0% |
| 30D | +0.1% | +9.8% | -9.7% | -2.8% |
| 3M | +2.0% | +2.1% | -0.1% | +1.0% |
| 6M | +13.0% | +27.5% | -14.5% | +4.4% |
| YTD | +13.5% | +50.2% | -36.7% | -0.3% |
| 1Y | +20.0% | +40.6% | -20.6% | +7.0% |
| 3Y | +77.2% | +17.2% | +60.0% | +62.0% |
| 5Y | +81.9% | +61.9% | +20.0% | +48.2% |
| 10Y | +314.1% | +159.3% | +154.8% | +186.5% |
| All | +3,094.0% | +1,408.8% | +1,685.2% | +1,233.8% |
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