+126.6%
ADM vs SIMO
+394.4%
-267.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.6% | +8.3% | +3.1% |
| 7D | +4.2% | +4.1% | +0.1% | +3.8% |
| 30D | -12.8% | -24.0% | +11.1% | -11.5% |
| 3M | -8.5% | -31.8% | +23.3% | -6.7% |
| 6M | -10.9% | -36.9% | +26.0% | -9.7% |
| YTD | +29.4% | +84.8% | -55.4% | +15.7% |
| 1Y | +27.5% | +99.0% | -71.5% | +12.9% |
| 3Y | +10.3% | +217.9% | -207.6% | -10.6% |
| 5Y | +27.4% | +171.5% | -144.1% | +1.9% |
| All | +126.6% | +394.4% | -267.8% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling