-10.9%
ADM vs SITM
-48.3%
+37.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.5% | +8.2% | +2.7% |
| 7D | +4.2% | +6.6% | -2.4% | +4.2% |
| 30D | -12.8% | -15.3% | +2.5% | -12.6% |
| 3M | -8.5% | -35.4% | +26.9% | -8.1% |
| 6M | -10.9% | -46.8% | +35.9% | -11.4% |
| All | -10.9% | -48.3% | +37.4% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling