+186.8%
SO vs ADM
+100.2%
+86.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -1.1% | -7.8% | +6.7% | +1.2% |
| 30D | +8.6% | -12.6% | +21.2% | +12.8% |
| 3M | +1.8% | -8.2% | +10.0% | +3.9% |
| 6M | +3.6% | -8.9% | +12.5% | +5.7% |
| YTD | +9.9% | +24.0% | -14.0% | +1.6% |
| 1Y | +5.7% | +26.2% | -20.4% | -2.9% |
| 3Y | +52.5% | +7.0% | +45.5% | +43.3% |
| 5Y | +77.3% | +24.9% | +52.5% | +50.7% |
| 10Y | +186.8% | +102.6% | +84.1% | +77.7% |
| All | +186.8% | +100.2% | +86.6% | +77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling