+148.0%
ADM vs SITM
+4,532.8%
-4,384.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.3% |
| 7D | +3.0% | +4.8% | -1.8% | +2.7% |
| 30D | +8.7% | -9.7% | +18.4% | +9.2% |
| 3M | +7.6% | -9.3% | +16.9% | +7.4% |
| 6M | +26.9% | +69.5% | -42.6% | +21.0% |
| YTD | +54.3% | +70.5% | -16.2% | +46.5% |
| 1Y | +45.7% | +145.3% | -99.6% | +34.0% |
| 3Y | +21.9% | +432.8% | -410.9% | +1.1% |
| 5Y | +67.2% | +174.0% | -106.9% | +38.4% |
| All | +148.0% | +4,532.8% | -4,384.8% | +37.7% |
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