+102.6%
ADM vs SAN
+267.2%
-164.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -1.9% |
| 7D | -7.8% | +8.7% | -16.6% | -10.0% |
| 30D | -12.6% | -6.5% | -6.1% | -11.2% |
| 3M | -8.2% | -14.2% | +6.0% | -4.7% |
| 6M | -8.9% | +2.7% | -11.6% | -10.5% |
| YTD | +24.0% | +8.9% | +15.1% | +18.3% |
| 1Y | +26.2% | +23.4% | +2.8% | +15.7% |
| 3Y | +7.0% | +257.9% | -251.0% | -31.7% |
| 5Y | +24.9% | +297.8% | -272.9% | -25.7% |
| 10Y | +102.6% | +259.6% | -157.0% | +6.8% |
| All | +102.6% | +267.2% | -164.6% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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