+171.1%
ADM vs SIRI
-10.2%
+181.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.4% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | +9.5% | +2.5% | +7.0% | +8.9% |
| 3M | +10.6% | +6.6% | +4.0% | +9.0% |
| 6M | +24.0% | +32.9% | -8.9% | +17.0% |
| YTD | +54.0% | +50.5% | +3.5% | +41.7% |
| 1Y | +45.3% | +28.0% | +17.3% | +37.3% |
| 3Y | +21.8% | -22.4% | +44.2% | +21.4% |
| 5Y | +66.8% | -41.3% | +108.1% | +68.4% |
| All | +171.1% | -10.2% | +181.3% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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