+126.6%
ADM vs EAT
+320.8%
-194.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.4% | +2.7% |
| 7D | +4.2% | -4.0% | +8.2% | +4.7% |
| 30D | -12.8% | -2.9% | -9.9% | -12.7% |
| 3M | -8.5% | -16.9% | +8.4% | -6.8% |
| 6M | -10.9% | +57.0% | -67.9% | -16.6% |
| YTD | +29.4% | +38.2% | -8.8% | +22.2% |
| 1Y | +27.5% | +69.3% | -41.7% | +17.1% |
| 3Y | +10.3% | +483.0% | -472.6% | -17.5% |
| 5Y | +27.4% | +364.1% | -336.8% | -5.0% |
| All | +126.6% | +320.8% | -194.1% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling