+102.6%
ADM vs SIMO
+434.7%
-332.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.6% |
| 7D | -7.8% | -8.5% | +0.6% | -7.4% |
| 30D | -12.6% | -34.8% | +22.2% | -10.1% |
| 3M | -8.2% | -32.8% | +24.6% | -6.5% |
| 6M | -8.9% | -32.0% | +23.1% | -8.2% |
| YTD | +24.0% | +87.0% | -63.0% | +10.9% |
| 1Y | +26.2% | +86.1% | -59.9% | +12.7% |
| 3Y | +7.0% | +226.4% | -219.4% | -13.3% |
| 5Y | +24.9% | +172.1% | -147.3% | +0.2% |
| 10Y | +102.6% | +408.0% | -305.4% | +35.7% |
| All | +102.6% | +434.7% | -332.0% | +35.7% |
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