+171.1%
ADM vs SNY
+64.5%
+106.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.5% | -3.3% | +5.8% | +3.4% |
| 30D | +9.5% | -2.2% | +11.6% | +10.0% |
| 3M | +10.6% | -3.0% | +13.6% | +11.3% |
| 6M | +24.0% | +2.7% | +21.3% | +22.4% |
| YTD | +54.0% | -6.8% | +60.8% | +56.0% |
| 1Y | +45.3% | -5.3% | +50.6% | +46.2% |
| 3Y | +21.8% | -9.8% | +31.5% | +22.0% |
| 5Y | +66.8% | +9.7% | +57.1% | +53.0% |
| All | +171.1% | +64.5% | +106.6% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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