+18.5%
ADM vs SEI
+565.9%
-547.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +16.3% | -16.4% | -0.6% |
| 7D | -0.1% | +28.8% | -28.9% | -0.8% |
| 30D | +11.0% | +10.4% | +0.7% | +10.6% |
| 3M | +6.0% | -11.4% | +17.4% | +6.1% |
| 6M | +26.9% | +31.2% | -4.3% | +25.1% |
| YTD | +50.0% | +39.7% | +10.3% | +47.3% |
| 1Y | +39.6% | +149.0% | -109.4% | +33.9% |
| 3Y | +18.5% | +560.2% | -541.6% | +7.7% |
| All | +18.5% | +565.9% | -547.4% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling