+7.5%
SMR vs ADM
+25.4%
-18.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -4.0% |
| 7D | +13.1% | +1.4% | +11.7% | +12.6% |
| 30D | +17.8% | +8.2% | +9.5% | +15.0% |
| 3M | +8.1% | +8.7% | -0.6% | +5.0% |
| 6M | -11.1% | +29.1% | -40.2% | -18.9% |
| YTD | -23.7% | +53.7% | -77.4% | -34.7% |
| 1Y | -69.4% | +43.2% | -112.6% | -73.2% |
| 3Y | +82.6% | +21.4% | +61.2% | +67.9% |
| All | +7.5% | +25.4% | -18.0% | +1.1% |
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