-60.6%
SMR vs ADM
-8.0%
-52.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | +0.8% |
| 7D | +1.9% | +0.1% | +1.8% | +2.0% |
| 30D | -21.9% | -11.8% | -10.1% | -24.5% |
| 3M | -47.1% | -11.3% | -35.8% | -47.7% |
| 6M | -60.6% | -10.0% | -50.6% | -60.1% |
| All | -60.6% | -8.0% | -52.6% | -60.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling