-8.6%
ADM vs SN
+681.9%
-690.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.2% |
| 7D | -7.8% | +7.6% | -15.5% | -7.9% |
| 30D | -12.6% | +24.1% | -36.7% | -12.8% |
| 3M | -8.2% | +23.7% | -31.9% | -8.5% |
| 6M | -8.9% | +105.5% | -114.4% | -10.6% |
| YTD | +24.0% | +105.1% | -81.1% | +21.4% |
| 1Y | +26.2% | +148.3% | -122.1% | +22.8% |
| 3Y | +7.0% | +438.7% | -431.7% | -0.3% |
| All | -8.6% | +681.9% | -690.6% | -15.0% |
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