+10.3%
ADM vs SIRI
-22.7%
+33.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | +4.2% | -1.7% | +5.9% | +4.3% |
| 30D | -12.8% | +21.1% | -34.0% | -13.9% |
| 3M | -8.5% | +14.7% | -23.2% | -9.3% |
| 6M | -10.9% | +22.9% | -33.8% | -12.4% |
| YTD | +29.4% | +65.7% | -36.3% | +24.0% |
| 1Y | +27.5% | +53.5% | -25.9% | +22.9% |
| 3Y | +10.3% | -23.0% | +33.3% | +14.1% |
| All | +10.3% | -22.7% | +33.0% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling