+102.6%
ADM vs SM
+4.9%
+97.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.6% | +0.1% |
| 7D | -7.8% | -22.3% | +14.4% | -5.4% |
| 30D | -12.6% | -21.4% | +8.8% | -10.4% |
| 3M | -8.2% | +1.4% | -9.6% | -8.7% |
| 6M | -8.9% | +0.1% | -9.0% | -9.5% |
| YTD | +24.0% | +59.0% | -35.0% | +16.5% |
| 1Y | +26.2% | +64.3% | -38.2% | +18.0% |
| 3Y | +7.0% | -13.1% | +20.1% | +5.2% |
| 5Y | +24.9% | -13.9% | +38.7% | +20.3% |
| 10Y | +102.6% | +1.7% | +101.0% | +56.1% |
| All | +102.6% | +4.9% | +97.7% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling