+7.3%
ADM vs SIMO
+248.6%
-241.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.7% | -6.3% | +2.3% |
| 7D | +0.1% | +0.9% | -0.8% | +0.1% |
| 30D | -11.8% | -25.4% | +13.6% | -11.7% |
| 3M | -11.3% | -17.8% | +6.5% | -11.4% |
| 6M | -10.0% | -29.6% | +19.5% | -10.0% |
| YTD | +25.9% | +100.3% | -74.4% | +24.9% |
| 1Y | +26.7% | +100.4% | -73.7% | +25.6% |
| All | +7.3% | +248.6% | -241.2% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling