+40.4%
SMCI vs ADM
+20.9%
+19.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -3.2% |
| 7D | +5.2% | +1.4% | +3.8% | +5.3% |
| 30D | +23.7% | +8.2% | +15.5% | +24.2% |
| 3M | -4.2% | +8.7% | -12.9% | -3.8% |
| 6M | +21.7% | +29.1% | -7.4% | +23.1% |
| YTD | +33.0% | +53.7% | -20.6% | +37.0% |
| 1Y | -9.3% | +43.2% | -52.5% | -7.2% |
| All | +40.4% | +20.9% | +19.4% | +46.6% |
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