+855.0%
EXPE vs ADM
+549.6%
+305.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -9.5% | +3.8% | -13.3% | -10.9% |
| 30D | -6.6% | +9.8% | -16.4% | -10.2% |
| 3M | +31.4% | +2.1% | +29.2% | +29.1% |
| 6M | +35.2% | +27.5% | +7.7% | +20.5% |
| YTD | +5.8% | +50.2% | -44.4% | -12.0% |
| 1Y | +38.7% | +40.6% | -1.9% | +17.7% |
| 3Y | +175.8% | +17.2% | +158.5% | +142.9% |
| 5Y | +111.8% | +61.9% | +50.0% | +57.6% |
| 10Y | +179.7% | +159.3% | +20.4% | +66.9% |
| All | +855.0% | +549.6% | +305.4% | +296.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling