+565.4%
ADM vs SIMO
+3,332.4%
-2,767.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | -0.8% |
| 7D | +3.8% | +4.2% | -0.5% | +3.2% |
| 30D | +9.8% | +4.1% | +5.7% | +8.7% |
| 3M | +2.1% | -12.9% | +15.0% | +2.2% |
| 6M | +27.5% | +110.3% | -82.8% | +12.3% |
| YTD | +50.2% | +178.6% | -128.4% | +26.7% |
| 1Y | +40.6% | +220.0% | -179.4% | +15.7% |
| 3Y | +17.2% | +409.0% | -391.8% | -11.5% |
| 5Y | +61.9% | +277.3% | -215.4% | +23.6% |
| 10Y | +159.3% | +506.6% | -347.3% | +76.1% |
| All | +565.4% | +3,332.4% | -2,767.0% | +173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling