+82.3%
SPYM vs ADM
+64.4%
+17.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +0.6% | -0.1% | +0.6% | +0.6% |
| 30D | -0.9% | +11.0% | -12.0% | -2.7% |
| 3M | +3.9% | +6.0% | -2.1% | +2.7% |
| 6M | +14.5% | +26.9% | -12.4% | +9.5% |
| YTD | +13.0% | +50.0% | -37.0% | +4.5% |
| 1Y | +19.4% | +39.6% | -20.2% | +11.8% |
| 3Y | +78.9% | +18.5% | +60.3% | +71.6% |
| 5Y | +82.3% | +62.6% | +19.8% | +57.7% |
| All | +82.3% | +64.4% | +17.9% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling