+171.7%
ADM vs SYY
+114.2%
+57.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +3.0% | +1.5% | +1.5% | +2.5% |
| 30D | +8.7% | -2.3% | +11.0% | +9.5% |
| 3M | +7.6% | +5.5% | +2.1% | +5.5% |
| 6M | +26.9% | -1.0% | +27.8% | +26.0% |
| YTD | +54.3% | +14.1% | +40.2% | +45.6% |
| 1Y | +45.7% | +5.6% | +40.1% | +41.1% |
| 3Y | +21.9% | +27.9% | -6.0% | +9.7% |
| 5Y | +67.2% | +22.7% | +44.4% | +50.6% |
| All | +171.7% | +114.2% | +57.5% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SYY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling