+63.1%
ADM vs SRE
+49.4%
+13.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.7% |
| 7D | -0.1% | +1.4% | -1.5% | -0.6% |
| 30D | +11.0% | +1.9% | +9.1% | +10.2% |
| 3M | +6.0% | -3.3% | +9.3% | +7.2% |
| 6M | +26.9% | -6.4% | +33.3% | +29.6% |
| YTD | +50.0% | -1.8% | +51.8% | +50.3% |
| 1Y | +39.6% | +10.7% | +28.9% | +33.9% |
| 3Y | +18.5% | +31.8% | -13.3% | -0.1% |
| All | +63.1% | +49.4% | +13.8% | +28.5% |
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