+158.0%
EXPE vs ADM
+171.4%
-13.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.6% |
| 7D | -11.5% | +1.4% | -12.9% | -12.0% |
| 30D | -13.1% | +8.2% | -21.3% | -15.8% |
| 3M | +18.1% | +8.7% | +9.4% | +13.3% |
| 6M | +13.3% | +29.1% | -15.8% | +0.4% |
| YTD | -3.2% | +53.7% | -56.9% | -20.7% |
| 1Y | +26.1% | +43.2% | -17.1% | +5.8% |
| 3Y | +151.7% | +21.4% | +130.3% | +120.3% |
| 5Y | +88.3% | +67.1% | +21.2% | +29.7% |
| 10Y | +158.0% | +176.6% | -18.6% | +30.3% |
| All | +158.0% | +171.4% | -13.4% | +30.3% |
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