-37.6%
SMCI vs ADM
+29.8%
-67.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.3% | -6.0% | -5.8% |
| 7D | -17.3% | -8.3% | -9.1% | -16.0% |
| 30D | -31.5% | -14.1% | -17.4% | -29.4% |
| 3M | -6.6% | -10.7% | +4.1% | -4.9% |
| 6M | +6.0% | -5.9% | +11.9% | +5.2% |
| YTD | +1.1% | +25.8% | -24.6% | -12.0% |
| 1Y | -37.6% | +21.3% | -58.8% | -45.0% |
| All | -37.6% | +29.8% | -67.4% | -45.0% |
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