+192.9%
SO vs ADM
+127.5%
+65.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | +4.9% | -14.7% | +19.6% | +9.8% |
| 3M | +0.8% | -10.4% | +11.2% | +3.7% |
| 6M | +0.6% | -10.9% | +11.5% | +3.3% |
| YTD | +8.7% | +26.0% | -17.3% | -0.1% |
| 1Y | +4.0% | +26.5% | -22.5% | -4.6% |
| 3Y | +50.6% | +8.2% | +42.4% | +41.0% |
| 5Y | +77.5% | +24.0% | +53.5% | +51.3% |
| All | +192.9% | +127.5% | +65.3% | +79.5% |
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 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