+828.4%
SPYM vs ADM
+484.7%
+343.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | +0.1% | +3.8% | -3.7% | -1.0% |
| 30D | +0.1% | +9.8% | -9.7% | -2.8% |
| 3M | +2.0% | +2.1% | -0.1% | +1.0% |
| 6M | +13.1% | +27.5% | -14.4% | +4.2% |
| YTD | +13.6% | +50.2% | -36.6% | -0.6% |
| 1Y | +20.1% | +40.6% | -20.5% | +6.7% |
| 3Y | +77.6% | +17.2% | +60.3% | +62.1% |
| 5Y | +82.5% | +61.9% | +20.7% | +47.2% |
| 10Y | +317.6% | +159.3% | +158.3% | +182.2% |
| All | +828.4% | +484.7% | +343.7% | +383.8% |
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