+314.6%
SPYM vs ADM
+178.5%
+136.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.0% | +3.0% | -5.0% | -2.9% |
| 30D | -1.6% | +8.7% | -10.3% | -4.3% |
| 3M | +4.7% | +7.6% | -2.9% | +2.0% |
| 6M | +12.6% | +26.9% | -14.3% | +3.4% |
| YTD | +11.8% | +54.3% | -42.5% | -4.0% |
| 1Y | +17.5% | +45.7% | -28.1% | +2.4% |
| 3Y | +77.0% | +21.9% | +55.0% | +60.0% |
| 5Y | +82.6% | +67.2% | +15.4% | +37.4% |
| All | +314.6% | +178.5% | +136.1% | +133.7% |
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