-8.5%
ADM vs SN
+659.6%
-668.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.7% |
| 7D | -9.0% | +7.2% | -16.2% | -9.1% |
| 30D | -14.0% | +20.4% | -34.4% | -14.2% |
| 3M | -9.2% | +23.9% | -33.1% | -9.5% |
| 6M | -9.2% | +93.0% | -102.2% | -10.7% |
| YTD | +24.2% | +99.2% | -75.0% | +21.7% |
| 1Y | +27.0% | +142.6% | -115.6% | +23.6% |
| 3Y | +6.6% | +398.8% | -392.2% | -0.5% |
| All | -8.5% | +659.6% | -668.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling