+67.1%
ADM vs SEI
+1,021.5%
-954.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.4% | +2.0% |
| 7D | +1.4% | +28.2% | -26.9% | -0.5% |
| 30D | +8.2% | +15.5% | -7.3% | +6.9% |
| 3M | +8.7% | -1.4% | +10.1% | +8.0% |
| 6M | +29.1% | +37.4% | -8.3% | +24.4% |
| YTD | +53.7% | +47.8% | +5.8% | +46.6% |
| 1Y | +43.2% | +174.3% | -131.1% | +28.3% |
| 3Y | +21.4% | +598.5% | -577.1% | -12.2% |
| 5Y | +67.1% | +1,026.2% | -959.1% | +7.2% |
| All | +67.1% | +1,021.5% | -954.4% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling