+22.1%
ADM vs SRE
+46.2%
-24.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -1.8% | -8.2% | +6.3% | +1.1% |
| 30D | -13.3% | -3.6% | -9.6% | -12.2% |
| 3M | -13.4% | -6.3% | -7.1% | -11.6% |
| 6M | -9.6% | -13.0% | +3.4% | -5.4% |
| YTD | +23.0% | -9.2% | +32.2% | +26.6% |
| 1Y | +27.4% | -13.1% | +40.5% | +33.1% |
| 3Y | +5.7% | +22.4% | -16.8% | -9.2% |
| 5Y | +22.1% | +47.1% | -25.1% | -7.8% |
| All | +22.1% | +46.2% | -24.2% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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