+10.3%
ADM vs SAN
+247.1%
-236.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.1% | +2.6% |
| 7D | +4.2% | +4.0% | +0.2% | +3.7% |
| 30D | -12.8% | -7.8% | -5.0% | -12.1% |
| 3M | -8.5% | -16.4% | +7.9% | -6.8% |
| 6M | -10.9% | +3.5% | -14.4% | -11.7% |
| YTD | +29.4% | +6.7% | +22.7% | +26.7% |
| 1Y | +27.5% | +14.5% | +13.0% | +23.2% |
| 3Y | +10.3% | +243.5% | -233.2% | -20.2% |
| All | +10.3% | +247.1% | -236.8% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling