+1,561.3%
ADM vs SMTC
+43,936.3%
-42,375.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.7% | -13.5% | -1.6% |
| 7D | -9.0% | -19.0% | +10.0% | -8.0% |
| 30D | -14.0% | -46.7% | +32.8% | -10.7% |
| 3M | -9.2% | -23.4% | +14.3% | -8.5% |
| 6M | -9.2% | -13.4% | +4.3% | -10.0% |
| YTD | +24.2% | +40.1% | -15.8% | +18.4% |
| 1Y | +27.0% | +47.7% | -20.7% | +20.3% |
| 3Y | +6.6% | +606.9% | -600.3% | -13.9% |
| 5Y | +25.0% | +14.4% | +10.6% | +13.5% |
| 10Y | +100.2% | +322.5% | -222.2% | +63.4% |
| All | +1,561.3% | +43,936.3% | -42,375.0% | +966.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling