+26.3%
ADM vs SM
-11.5%
+37.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -9.0% | -25.9% | +16.9% | -4.0% |
| 30D | -14.0% | -15.1% | +1.1% | -11.6% |
| 3M | -9.2% | +4.9% | -14.0% | -10.7% |
| 6M | -9.2% | +6.1% | -15.3% | -11.4% |
| YTD | +24.2% | +63.4% | -39.2% | +10.1% |
| 1Y | +27.0% | +72.5% | -45.5% | +11.2% |
| 3Y | +6.6% | -16.9% | +23.5% | +3.5% |
| All | +26.3% | -11.5% | +37.9% | +18.8% |
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