+6.6%
ADM vs SBAC
-10.4%
+17.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | -9.0% | +1.2% | -10.2% | -9.2% |
| 30D | -14.0% | +11.2% | -25.2% | -15.4% |
| 3M | -9.2% | +4.5% | -13.6% | -9.9% |
| 6M | -9.2% | -12.2% | +3.0% | -7.3% |
| YTD | +24.2% | -0.1% | +24.3% | +23.3% |
| 1Y | +27.0% | -0.3% | +27.2% | +26.0% |
| 3Y | +6.6% | -8.7% | +15.3% | +4.8% |
| All | +6.6% | -10.4% | +17.0% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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