+6.6%
ADM vs SFM
+18.5%
-11.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.7% |
| 7D | -9.0% | -1.2% | -7.8% | -9.0% |
| 30D | -14.0% | -24.8% | +10.8% | -14.1% |
| 3M | -9.2% | -43.7% | +34.5% | -9.8% |
| 6M | -9.2% | -37.3% | +28.1% | -9.7% |
| YTD | +24.2% | -38.4% | +62.6% | +23.5% |
| 1Y | +27.0% | -36.9% | +63.9% | +26.2% |
| 3Y | +6.6% | +20.7% | -14.1% | -5.5% |
| All | +6.6% | +18.5% | -11.9% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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