+10.7%
ADM vs SN
+490.7%
-480.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | +3.8% | -9.3% | +13.1% | +3.9% |
| 30D | +9.8% | -4.8% | +14.5% | +9.8% |
| 3M | +2.1% | +40.4% | -38.3% | +0.9% |
| 6M | +27.5% | +50.9% | -23.4% | +25.5% |
| YTD | +50.2% | +54.9% | -4.7% | +47.7% |
| 1Y | +40.6% | +43.0% | -2.4% | +38.6% |
| 3Y | +17.2% | +391.8% | -374.6% | +9.7% |
| All | +10.7% | +490.7% | -480.0% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling