+64.2%
ADM vs SAN
+381.6%
-317.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +3.8% | +1.8% | +2.0% | +3.4% |
| 30D | +9.8% | +2.0% | +7.8% | +9.3% |
| 3M | +2.1% | +19.7% | -17.6% | -1.3% |
| 6M | +27.5% | +30.6% | -3.1% | +20.5% |
| YTD | +50.2% | +28.8% | +21.4% | +41.7% |
| 1Y | +40.6% | +57.8% | -17.2% | +26.6% |
| 3Y | +17.2% | +338.1% | -320.9% | -18.1% |
| All | +64.2% | +381.6% | -317.4% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling