+64.2%
ADM vs SM
+107.8%
-43.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.8% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | +9.8% | +26.3% | -16.6% | +4.9% |
| 3M | +2.1% | +8.7% | -6.5% | 0.0% |
| 6M | +27.5% | +51.7% | -24.2% | +16.3% |
| YTD | +50.2% | +99.0% | -48.8% | +29.4% |
| 1Y | +40.6% | +34.6% | +6.0% | +29.9% |
| 3Y | +17.2% | -7.8% | +25.0% | +12.3% |
| All | +64.2% | +107.8% | -43.6% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling