+895.0%
ADM vs SBAC
+2,219.2%
-1,324.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -7.8% | +3.0% | -10.8% | -8.1% |
| 30D | -12.6% | +4.3% | -16.9% | -13.0% |
| 3M | -8.2% | +4.1% | -12.4% | -8.7% |
| 6M | -8.9% | -11.6% | +2.7% | -8.1% |
| YTD | +24.0% | +0.4% | +23.6% | +23.2% |
| 1Y | +26.2% | -1.1% | +27.3% | +25.6% |
| 3Y | +7.0% | -7.3% | +14.3% | +6.7% |
| 5Y | +24.9% | -40.8% | +65.6% | +29.1% |
| 10Y | +102.6% | +103.0% | -0.3% | +87.2% |
| All | +895.0% | +2,219.2% | -1,324.2% | +617.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling