+716.8%
ADM vs SRE
+1,428.8%
-712.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -1.8% | -8.2% | +6.3% | +1.7% |
| 30D | -13.3% | -3.6% | -9.6% | -12.0% |
| 3M | -13.4% | -6.3% | -7.1% | -11.2% |
| 6M | -9.6% | -13.0% | +3.4% | -4.6% |
| YTD | +23.0% | -9.2% | +32.2% | +27.2% |
| 1Y | +27.4% | -13.1% | +40.5% | +34.1% |
| 3Y | +5.7% | +22.4% | -16.8% | -6.8% |
| 5Y | +22.1% | +47.1% | -25.1% | -1.3% |
| 10Y | +106.0% | +121.0% | -15.0% | +33.5% |
| All | +716.8% | +1,428.8% | -712.0% | +151.4% |
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