+67.8%
SAP vs ADM
+8.2%
+59.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.9% | +0.7% | -4.6% | -3.9% |
| 30D | +6.5% | -14.7% | +21.2% | +6.1% |
| 3M | +14.7% | -10.4% | +25.1% | +14.4% |
| 6M | +39.9% | -10.9% | +50.9% | +39.4% |
| YTD | -2.0% | +26.0% | -28.0% | -2.9% |
| 1Y | -6.0% | +26.5% | -32.5% | -6.9% |
| All | +67.8% | +8.2% | +59.5% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling