+43.2%
ADM vs SMTC
+168.8%
-125.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.4% |
| 7D | +1.4% | +22.5% | -21.1% | +1.5% |
| 30D | +8.2% | +24.9% | -16.7% | +8.3% |
| 3M | +8.7% | +4.1% | +4.6% | +8.5% |
| 6M | +29.1% | +92.6% | -63.5% | +31.2% |
| YTD | +53.7% | +122.5% | -68.8% | +58.4% |
| 1Y | +43.2% | +166.2% | -123.0% | +52.5% |
| All | +43.2% | +168.8% | -125.5% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling