+123.7%
ADM vs SEI
+616.9%
-493.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +1.8% |
| 7D | +0.1% | +12.4% | -12.3% | -1.4% |
| 30D | -11.8% | -18.3% | +6.5% | -10.7% |
| 3M | -11.3% | +10.4% | -21.7% | -13.8% |
| 6M | -10.0% | -12.9% | +2.9% | -11.1% |
| YTD | +25.9% | +41.8% | -15.9% | +15.6% |
| 1Y | +26.7% | +30.3% | -3.6% | +16.9% |
| 3Y | +8.1% | +697.3% | -689.2% | -33.4% |
| 5Y | +23.5% | +877.0% | -853.4% | -30.3% |
| All | +123.7% | +616.9% | -493.2% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling