+363.5%
SE vs ADM
+118.8%
+244.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.4% |
| 7D | -0.5% | +4.2% | -4.7% | -1.6% |
| 30D | -20.9% | -12.8% | -8.1% | -18.1% |
| 3M | -38.9% | -8.5% | -30.4% | -37.7% |
| 6M | -19.4% | -10.9% | -8.5% | -17.6% |
| YTD | -40.9% | +29.4% | -70.3% | -46.2% |
| 1Y | -46.2% | +27.5% | -73.7% | -50.8% |
| 3Y | +63.7% | +10.3% | +53.4% | +51.6% |
| 5Y | -77.9% | +27.4% | -105.3% | -81.5% |
| All | +363.5% | +118.8% | +244.7% | +151.6% |
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