+921.6%
SMCI vs ADM
+67.3%
+854.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.0% |
| 7D | -1.3% | +3.0% | -4.3% | -1.8% |
| 30D | +18.3% | +8.7% | +9.6% | +16.6% |
| 3M | +27.7% | +7.6% | +20.1% | +26.1% |
| 6M | +17.6% | +26.9% | -9.3% | +12.8% |
| YTD | +27.7% | +54.3% | -26.6% | +18.9% |
| 1Y | -14.9% | +45.7% | -60.5% | -20.1% |
| 3Y | +33.2% | +21.9% | +11.3% | +32.6% |
| 5Y | +921.6% | +67.2% | +854.4% | +800.1% |
| All | +921.6% | +67.3% | +854.3% | +800.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling