+67.1%
ADM vs SITM
+164.5%
-97.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.5% |
| 7D | +1.4% | +3.7% | -2.3% | +1.2% |
| 30D | +8.2% | -14.5% | +22.7% | +8.7% |
| 3M | +8.7% | -10.6% | +19.3% | +8.6% |
| 6M | +29.1% | +65.5% | -36.5% | +25.5% |
| YTD | +53.7% | +67.0% | -13.4% | +49.0% |
| 1Y | +43.2% | +138.6% | -95.4% | +36.2% |
| 3Y | +21.4% | +421.8% | -400.4% | +7.4% |
| 5Y | +67.1% | +172.4% | -105.3% | +45.8% |
| All | +67.1% | +164.5% | -97.4% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling