+597.0%
SE vs ADM
+153.6%
+443.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -0.1% | +11.0% | -11.1% | -3.0% |
| 3M | +34.1% | +6.0% | +28.1% | +31.3% |
| 6M | +23.2% | +26.9% | -3.7% | +14.0% |
| YTD | -11.2% | +50.0% | -61.2% | -21.9% |
| 1Y | -40.5% | +39.6% | -80.1% | -46.8% |
| 3Y | +196.3% | +18.5% | +177.8% | +173.2% |
| 5Y | -67.0% | +62.6% | -129.6% | -74.7% |
| All | +597.0% | +153.6% | +443.4% | +265.2% |
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 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