+17.5%
SPYM vs ADM
+44.2%
-26.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -2.0% | +3.0% | -5.0% | -1.9% |
| 30D | -1.6% | +8.7% | -10.3% | -1.5% |
| 3M | +4.7% | +7.6% | -2.9% | +4.9% |
| 6M | +12.6% | +26.9% | -14.3% | +12.9% |
| YTD | +11.8% | +54.3% | -42.5% | +12.5% |
| 1Y | +17.5% | +45.7% | -28.1% | +18.4% |
| All | +17.5% | +44.2% | -26.7% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling