+62.8%
ADM vs SBAC
-43.7%
+106.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +3.8% | -0.8% | +4.6% | +3.9% |
| 30D | +9.8% | +6.9% | +2.8% | +8.4% |
| 3M | +2.1% | -8.2% | +10.4% | +3.6% |
| 6M | +27.5% | -1.6% | +29.1% | +27.0% |
| YTD | +50.2% | -0.1% | +50.3% | +48.9% |
| 1Y | +40.6% | -0.5% | +41.0% | +39.4% |
| 3Y | +17.2% | -9.1% | +26.3% | +16.9% |
| All | +62.8% | -43.7% | +106.5% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling