+63.7%
SE vs ADM
+11.2%
+52.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +1.1% |
| 7D | -0.5% | +4.2% | -4.7% | -0.5% |
| 30D | -20.9% | -12.8% | -8.1% | -20.9% |
| 3M | -38.9% | -8.5% | -30.4% | -38.9% |
| 6M | -19.4% | -10.9% | -8.5% | -19.4% |
| YTD | -40.9% | +29.4% | -70.3% | -41.8% |
| 1Y | -46.2% | +27.5% | -73.7% | -46.9% |
| 3Y | +63.7% | +10.3% | +53.4% | +60.4% |
| All | +63.7% | +11.2% | +52.5% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling