+6.6%
ADM vs SAN
+235.5%
-228.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -9.0% | +4.9% | -13.9% | -9.5% |
| 30D | -14.0% | -13.0% | -1.0% | -12.7% |
| 3M | -9.2% | -18.9% | +9.7% | -7.2% |
| 6M | -9.2% | -4.1% | -5.0% | -9.1% |
| YTD | +24.2% | +2.6% | +21.6% | +22.1% |
| 1Y | +27.0% | +16.9% | +10.0% | +21.8% |
| 3Y | +6.6% | +239.1% | -232.4% | -24.0% |
| All | +6.6% | +235.5% | -228.9% | -24.0% |
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 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