+2,233.8%
SAP vs ADM
+1,268.9%
+964.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.9% | +3.8% | -6.7% | -4.1% |
| 30D | +9.0% | +9.8% | -0.7% | +5.8% |
| 3M | +14.9% | +2.1% | +12.8% | +13.5% |
| 6M | +11.9% | +27.5% | -15.6% | +2.8% |
| YTD | -9.9% | +50.2% | -60.1% | -21.6% |
| 1Y | -19.5% | +40.6% | -60.1% | -28.8% |
| 3Y | +61.8% | +17.2% | +44.6% | +46.4% |
| 5Y | +56.2% | +61.9% | -5.7% | +23.6% |
| 10Y | +180.6% | +159.3% | +21.3% | +84.1% |
| All | +2,233.8% | +1,268.9% | +964.8% | +734.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling