+108.1%
ADM vs SITM
+3,319.5%
-3,211.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.5% | +8.2% | +3.0% |
| 7D | +4.2% | +6.6% | -2.4% | +3.8% |
| 30D | -12.8% | -15.3% | +2.5% | -12.3% |
| 3M | -8.5% | -35.4% | +26.9% | -6.7% |
| 6M | -10.9% | -46.8% | +35.9% | -8.7% |
| YTD | +29.4% | +25.9% | +3.6% | +24.4% |
| 1Y | +27.5% | +54.0% | -26.5% | +20.7% |
| 3Y | +10.3% | +315.6% | -305.2% | -7.6% |
| 5Y | +27.4% | +74.4% | -47.1% | +9.0% |
| All | +108.1% | +3,319.5% | -3,211.5% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling