+23.5%
ADM vs SITM
+102.3%
-78.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.3% | -4.0% | +2.1% |
| 7D | +0.1% | +17.2% | -17.1% | -0.5% |
| 30D | -11.8% | -17.1% | +5.3% | -11.4% |
| 3M | -11.3% | -29.2% | +17.9% | -10.5% |
| 6M | -10.0% | -47.6% | +37.6% | -8.6% |
| YTD | +25.9% | +33.8% | -7.9% | +22.6% |
| 1Y | +26.7% | +54.1% | -27.4% | +22.4% |
| 3Y | +8.1% | +337.6% | -329.4% | -4.6% |
| 5Y | +23.5% | +89.7% | -66.2% | +7.8% |
| All | +23.5% | +102.3% | -78.8% | +7.8% |
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