-50.5%
SE vs ADM
+25.0%
-75.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.6% |
| 7D | 0.0% | -1.8% | +1.9% | -0.2% |
| 30D | -19.4% | -13.3% | -6.1% | -20.5% |
| 3M | -33.1% | -13.4% | -19.7% | -34.2% |
| 6M | -11.4% | -9.6% | -1.8% | -12.6% |
| YTD | -39.8% | +23.0% | -62.8% | -40.3% |
| 1Y | -50.5% | +27.4% | -77.8% | -51.5% |
| All | -50.5% | +25.0% | -75.5% | -51.5% |
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