+78.7%
SO vs ADM
+26.4%
+52.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.7% |
| 7D | +1.4% | +4.2% | -2.8% | +0.6% |
| 30D | +4.7% | -12.8% | +17.6% | +7.1% |
| 3M | +1.7% | -8.5% | +10.2% | +3.1% |
| 6M | +2.2% | -10.9% | +13.1% | +3.8% |
| YTD | +10.0% | +29.4% | -19.5% | +4.2% |
| 1Y | +6.0% | +27.5% | -21.5% | +0.7% |
| 3Y | +54.1% | +10.3% | +43.8% | +48.0% |
| All | +78.7% | +26.4% | +52.3% | +61.8% |
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