-2.7%
SMCI vs ADM
+40.7%
-43.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.3% | +4.5% |
| 7D | +6.8% | +3.8% | +3.0% | +6.0% |
| 30D | +30.6% | +9.8% | +20.8% | +27.9% |
| 3M | -15.6% | +2.1% | -17.7% | -15.8% |
| 6M | +21.3% | +27.5% | -6.2% | +13.5% |
| YTD | +35.3% | +50.2% | -14.9% | +24.9% |
| 1Y | -2.7% | +40.6% | -43.3% | -10.3% |
| All | -2.7% | +40.7% | -43.5% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling