+1,558.2%
ADM vs SAN
+1,772.7%
-214.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -1.8% |
| 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% | -4.8% |
| 6M | -8.9% | +2.7% | -11.6% | -10.4% |
| YTD | +24.0% | +8.9% | +15.1% | +18.7% |
| 1Y | +26.2% | +23.4% | +2.8% | +16.6% |
| 3Y | +7.0% | +257.9% | -251.0% | -27.8% |
| 5Y | +24.9% | +297.8% | -272.9% | -20.6% |
| 10Y | +102.6% | +259.6% | -157.0% | +25.2% |
| All | +1,558.2% | +1,772.7% | -214.5% | +577.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling