+141.5%
ADM vs SITM
+4,608.4%
-4,466.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.3% | -0.1% |
| 7D | +3.8% | +9.7% | -6.0% | +3.2% |
| 30D | +9.8% | +12.7% | -2.9% | +8.6% |
| 3M | +2.1% | -13.4% | +15.6% | +2.2% |
| 6M | +27.5% | +59.6% | -32.1% | +22.0% |
| YTD | +50.2% | +73.3% | -23.1% | +42.5% |
| 1Y | +40.6% | +165.5% | -125.0% | +28.7% |
| 3Y | +17.2% | +368.7% | -351.5% | -1.6% |
| 5Y | +61.9% | +172.5% | -110.6% | +34.2% |
| All | +141.5% | +4,608.4% | -4,466.9% | +33.9% |
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