+1,908.9%
ADM vs SMTC
+62,999.7%
-61,090.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -9.0% | -0.4% |
| 7D | +3.8% | +12.7% | -9.0% | +2.9% |
| 30D | +9.8% | +22.0% | -12.2% | +7.9% |
| 3M | +2.1% | -12.7% | +14.8% | +2.2% |
| 6M | +27.5% | +64.8% | -37.3% | +21.4% |
| YTD | +50.2% | +100.7% | -50.5% | +40.8% |
| 1Y | +40.6% | +146.9% | -106.3% | +29.3% |
| 3Y | +17.2% | +456.8% | -439.6% | -2.9% |
| 5Y | +61.9% | +89.2% | -27.3% | +43.0% |
| 10Y | +159.3% | +426.9% | -267.6% | +109.8% |
| All | +1,908.9% | +62,999.7% | -61,090.8% | +1,168.2% |
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