+736.5%
ADM vs SRE
+1,440.5%
-704.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +0.7% | -1.1% | +1.8% | +1.2% |
| 30D | -14.7% | -4.1% | -10.6% | -13.3% |
| 3M | -10.4% | -7.3% | -3.1% | -7.8% |
| 6M | -10.9% | -14.1% | +3.2% | -5.5% |
| YTD | +26.0% | -8.5% | +34.5% | +29.9% |
| 1Y | +26.5% | -12.0% | +38.5% | +32.5% |
| 3Y | +8.2% | +23.4% | -15.1% | -4.8% |
| 5Y | +24.0% | +51.3% | -27.3% | -0.9% |
| 10Y | +128.4% | +126.3% | +2.1% | +46.5% |
| All | +736.5% | +1,440.5% | -704.0% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling