-48.0%
SMR vs ADM
+2.8%
-50.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.4% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -21.9% | -11.8% | -10.1% | -19.4% |
| 3M | -47.1% | -11.3% | -35.8% | -45.6% |
| 6M | -60.6% | -10.0% | -50.6% | -59.9% |
| YTD | -63.1% | +25.9% | -89.0% | -66.7% |
| 1Y | -80.4% | +26.7% | -107.1% | -82.4% |
| 3Y | +150.2% | +8.1% | +142.1% | +132.0% |
| All | -48.0% | +2.8% | -50.8% | -48.5% |
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 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