+21.3%
ADM vs SITM
+47.5%
-26.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.4% | +9.7% | +0.2% |
| 7D | -8.3% | -19.5% | +11.3% | -8.4% |
| 30D | -14.1% | -43.2% | +29.1% | -14.3% |
| 3M | -10.7% | -30.8% | +20.1% | -10.9% |
| 6M | -5.9% | -28.6% | +22.7% | -5.7% |
| YTD | +25.8% | +14.2% | +11.6% | +27.9% |
| 1Y | +21.3% | +44.4% | -23.1% | +25.0% |
| All | +21.3% | +47.5% | -26.2% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling