-70.2%
SMR vs ADM
+44.2%
-114.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.5% |
| 7D | +4.7% | +3.0% | +1.7% | +5.1% |
| 30D | +3.2% | +8.7% | -5.5% | +4.2% |
| 3M | +9.9% | +7.6% | +2.3% | +11.6% |
| 6M | -15.1% | +26.9% | -42.0% | -14.9% |
| YTD | -27.9% | +54.3% | -82.2% | -32.9% |
| 1Y | -70.2% | +45.7% | -115.9% | -70.5% |
| All | -70.2% | +44.2% | -114.5% | -70.5% |
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