-48.8%
SE vs ADM
+29.8%
-78.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.1% | +4.5% |
| 7D | +6.7% | -8.3% | +14.9% | +5.5% |
| 30D | -17.2% | -14.1% | -3.1% | -18.7% |
| 3M | -28.0% | -10.7% | -17.3% | -29.1% |
| 6M | -6.1% | -5.9% | -0.2% | -7.0% |
| YTD | -37.1% | +25.8% | -62.9% | -36.0% |
| 1Y | -48.8% | +21.3% | -70.0% | -48.2% |
| All | -48.8% | +29.8% | -78.6% | -48.2% |
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