+102.5%
ADM vs SITM
+3,519.6%
-3,417.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.7% | +32.5% | -31.8% | -1.0% |
| 30D | -14.7% | -18.8% | +4.1% | -14.0% |
| 3M | -10.4% | -30.9% | +20.4% | -9.0% |
| 6M | -10.9% | -44.5% | +33.5% | -9.0% |
| YTD | +26.0% | +33.2% | -7.2% | +20.8% |
| 1Y | +26.5% | +53.8% | -27.4% | +19.8% |
| 3Y | +8.2% | +335.7% | -327.5% | -9.5% |
| 5Y | +24.0% | +84.6% | -60.6% | +5.8% |
| All | +102.5% | +3,519.6% | -3,417.1% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling