+355.0%
SE vs ADM
+112.9%
+242.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.3% | -6.0% | -4.3% |
| 7D | -7.7% | +0.1% | -7.8% | -7.8% |
| 30D | -22.8% | -11.8% | -11.0% | -20.4% |
| 3M | -43.7% | -11.3% | -32.4% | -42.2% |
| 6M | -12.8% | -10.0% | -2.8% | -11.2% |
| YTD | -42.0% | +25.9% | -67.9% | -46.8% |
| 1Y | -48.0% | +26.7% | -74.7% | -52.4% |
| 3Y | +62.7% | +8.1% | +54.5% | +51.3% |
| 5Y | -77.8% | +23.5% | -101.3% | -81.2% |
| All | +355.0% | +112.9% | +242.2% | +148.8% |
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 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