+173.5%
ADM vs SEI
+644.4%
-470.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -0.8% |
| 7D | +2.5% | +22.6% | -20.1% | -0.1% |
| 30D | +9.5% | +9.1% | +0.4% | +7.9% |
| 3M | +10.6% | -11.3% | +21.9% | +10.9% |
| 6M | +24.0% | +22.0% | +2.0% | +18.5% |
| YTD | +54.0% | +47.3% | +6.7% | +42.6% |
| 1Y | +45.3% | +124.8% | -79.4% | +25.5% |
| 3Y | +21.8% | +591.3% | -569.5% | -21.8% |
| 5Y | +66.8% | +1,008.2% | -941.4% | -7.1% |
| All | +173.5% | +644.4% | -470.9% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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