+897.2%
ADM vs SRE
+1,525.5%
-628.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | +9.8% | -0.7% | +10.5% | +10.0% |
| 3M | +2.1% | -6.3% | +8.4% | +4.8% |
| 6M | +27.5% | -10.7% | +38.2% | +33.2% |
| YTD | +50.2% | -3.5% | +53.7% | +51.6% |
| 1Y | +40.6% | +5.3% | +35.3% | +36.6% |
| 3Y | +17.2% | +31.8% | -14.6% | +0.3% |
| 5Y | +61.9% | +47.4% | +14.5% | +31.0% |
| 10Y | +159.3% | +120.6% | +38.7% | +68.2% |
| All | +897.2% | +1,525.5% | -628.3% | +199.6% |
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