+818.1%
SPYM vs ADM
+390.1%
+428.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.6% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -2.4% | -11.8% | +9.5% | +1.2% |
| 3M | -1.1% | -11.3% | +10.2% | +2.0% |
| 6M | +3.3% | -10.0% | +13.3% | +5.8% |
| YTD | +12.4% | +25.9% | -13.5% | +3.3% |
| 1Y | +12.5% | +26.7% | -14.1% | +3.1% |
| 3Y | +79.1% | +8.1% | +71.0% | +66.6% |
| 5Y | +75.7% | +23.5% | +52.2% | +53.7% |
| 10Y | +313.9% | +128.2% | +185.6% | +190.5% |
| All | +818.1% | +390.1% | +428.0% | +402.5% |
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