+118.5%
EXPE vs ADM
+100.6%
+17.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.1% | -4.6% |
| 7D | -9.3% | -9.0% | -0.3% | -6.0% |
| 30D | +0.1% | -14.0% | +14.1% | +6.1% |
| 3M | -15.3% | -9.2% | -6.2% | -12.6% |
| 6M | +5.5% | -9.2% | +14.6% | +7.8% |
| YTD | -8.0% | +24.2% | -32.2% | -18.5% |
| 1Y | +18.9% | +27.0% | -8.1% | +4.0% |
| 3Y | +135.5% | +6.6% | +128.9% | +113.3% |
| 5Y | +44.3% | +25.0% | +19.3% | +12.5% |
| All | +118.5% | +100.6% | +17.9% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling