+2,956.9%
SPY vs ADM
+1,147.8%
+1,809.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.7% | -9.0% | +6.3% | -0.1% |
| 30D | -5.4% | -14.0% | +8.6% | -1.4% |
| 3M | -4.1% | -9.2% | +5.1% | -1.8% |
| 6M | +0.7% | -9.2% | +9.9% | +2.7% |
| YTD | +8.7% | +24.2% | -15.5% | +0.6% |
| 1Y | +10.9% | +27.0% | -16.1% | +1.8% |
| 3Y | +75.0% | +6.6% | +68.4% | +63.8% |
| 5Y | +67.8% | +25.0% | +42.8% | +47.2% |
| 10Y | +312.9% | +100.2% | +212.6% | +207.2% |
| All | +2,956.9% | +1,147.8% | +1,809.1% | +1,244.8% |
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