+173.5%
ADM vs SFM
+40.3%
+133.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.2% |
| 7D | -9.0% | -1.2% | -7.8% | -9.0% |
| 30D | -14.0% | -24.8% | +10.8% | -11.7% |
| 3M | -9.2% | -43.7% | +34.5% | -4.0% |
| 6M | -9.2% | -37.3% | +28.1% | -5.5% |
| YTD | +24.2% | -38.4% | +62.6% | +28.9% |
| 1Y | +27.0% | -36.9% | +63.9% | +31.3% |
| 3Y | +6.6% | +20.7% | -14.1% | -3.9% |
| 5Y | +25.0% | +103.5% | -78.5% | +1.7% |
| 10Y | +100.2% | +139.7% | -39.5% | +51.9% |
| All | +173.5% | +40.3% | +133.2% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling