+365.7%
SE vs ADM
+110.0%
+255.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +2.0% | -9.0% | +11.0% | +4.4% |
| 30D | -20.0% | -14.0% | -6.0% | -16.9% |
| 3M | -31.8% | -9.2% | -22.6% | -30.4% |
| 6M | -15.9% | -9.2% | -6.7% | -14.6% |
| YTD | -40.6% | +24.2% | -64.9% | -45.3% |
| 1Y | -50.7% | +27.0% | -77.6% | -55.0% |
| 3Y | +70.3% | +6.6% | +63.7% | +59.0% |
| 5Y | -78.8% | +25.0% | -103.8% | -82.3% |
| All | +365.7% | +110.0% | +255.7% | +155.7% |
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 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