+589.4%
SE vs ADM
+153.9%
+435.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -6.1% | +3.8% | -9.9% | -7.1% |
| 30D | -2.5% | +9.8% | -12.2% | -5.0% |
| 3M | +21.7% | +2.1% | +19.6% | +20.5% |
| 6M | +27.0% | +27.5% | -0.5% | +17.3% |
| YTD | -12.1% | +50.2% | -62.3% | -22.8% |
| 1Y | -40.9% | +40.6% | -81.5% | -47.3% |
| 3Y | +191.0% | +17.2% | +173.8% | +169.5% |
| 5Y | -68.3% | +61.9% | -130.2% | -75.6% |
| All | +589.4% | +153.9% | +435.4% | +261.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling