+106.0%
ADM vs SIMO
+395.4%
-289.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.6% |
| 7D | -1.8% | -16.0% | +14.2% | -0.7% |
| 30D | -13.3% | -35.8% | +22.5% | -10.7% |
| 3M | -13.4% | -26.5% | +13.1% | -12.3% |
| 6M | -9.6% | -33.0% | +23.4% | -8.8% |
| YTD | +23.0% | +84.3% | -61.3% | +10.2% |
| 1Y | +27.4% | +82.0% | -54.6% | +14.1% |
| 3Y | +5.7% | +218.5% | -212.8% | -14.1% |
| 5Y | +22.1% | +175.0% | -153.0% | -2.3% |
| 10Y | +106.0% | +407.5% | -301.5% | +39.3% |
| All | +106.0% | +395.4% | -289.4% | +39.3% |
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