+176.6%
ADM vs EAT
+370.1%
-193.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.7% | +2.8% |
| 7D | +1.4% | -6.8% | +8.2% | +2.2% |
| 30D | +8.2% | -5.4% | +13.6% | +8.7% |
| 3M | +8.7% | +42.8% | -34.0% | +3.6% |
| 6M | +29.1% | +56.5% | -27.4% | +20.8% |
| YTD | +53.7% | +50.0% | +3.6% | +44.3% |
| 1Y | +43.2% | +38.3% | +5.0% | +35.3% |
| 3Y | +21.4% | +591.6% | -570.2% | -10.8% |
| 5Y | +67.1% | +312.6% | -245.5% | +27.9% |
| 10Y | +176.6% | +381.4% | -204.9% | +81.5% |
| All | +176.6% | +370.1% | -193.5% | +81.5% |
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