+39.6%
ADM vs SAN
+55.7%
-16.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.2% |
| 7D | -0.1% | +3.3% | -3.4% | +0.2% |
| 30D | +11.0% | +1.1% | +9.9% | +11.1% |
| 3M | +6.0% | +22.2% | -16.2% | +7.2% |
| 6M | +26.9% | +36.0% | -9.1% | +27.7% |
| YTD | +50.0% | +28.2% | +21.8% | +51.2% |
| 1Y | +39.6% | +54.1% | -14.5% | +45.0% |
| All | +39.6% | +55.7% | -16.1% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling