-68.1%
SE vs ADM
+62.5%
-130.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -6.1% | +3.8% | -9.9% | -6.4% |
| 30D | -2.5% | +9.8% | -12.2% | -3.4% |
| 3M | +21.7% | +2.1% | +19.6% | +21.4% |
| 6M | +27.0% | +27.5% | -0.5% | +23.2% |
| YTD | -12.1% | +50.2% | -62.3% | -16.5% |
| 1Y | -40.9% | +40.6% | -81.5% | -43.4% |
| 3Y | +191.0% | +17.2% | +173.8% | +183.4% |
| All | -68.1% | +62.5% | -130.6% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling