+50.0%
EXPE vs ADM
+29.8%
+20.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.3% | +10.2% | +10.6% |
| 7D | +14.6% | -8.3% | +22.9% | +13.4% |
| 30D | +21.4% | -14.1% | +35.5% | +18.8% |
| 3M | +1.4% | -10.7% | +12.1% | +0.2% |
| 6M | +28.6% | -5.9% | +34.5% | +27.3% |
| YTD | +12.1% | +25.8% | -13.6% | +10.4% |
| 1Y | +50.0% | +21.3% | +28.7% | +47.8% |
| All | +50.0% | +29.8% | +20.2% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling