+214.8%
SAP vs ADM
+98.0%
+116.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -0.7% | -9.0% | +8.4% | +1.3% |
| 30D | +11.1% | -14.0% | +25.1% | +14.6% |
| 3M | +17.0% | -9.2% | +26.2% | +19.0% |
| 6M | +34.8% | -9.2% | +44.0% | +36.5% |
| YTD | -2.2% | +24.2% | -26.4% | -8.8% |
| 1Y | -6.4% | +27.0% | -33.4% | -13.3% |
| 3Y | +75.1% | +6.6% | +68.5% | +65.7% |
| 5Y | +69.8% | +25.0% | +44.9% | +44.4% |
| All | +214.8% | +98.0% | +116.9% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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