+62.6%
ADM vs EAT
+326.5%
-263.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.2% | +0.1% |
| 7D | -0.1% | -4.9% | +4.9% | +0.2% |
| 30D | +11.0% | -1.2% | +12.2% | +11.0% |
| 3M | +6.0% | +52.2% | -46.2% | +3.0% |
| 6M | +26.9% | +65.0% | -38.1% | +22.2% |
| YTD | +50.0% | +55.0% | -5.0% | +45.0% |
| 1Y | +39.6% | +42.1% | -2.5% | +35.5% |
| 3Y | +18.5% | +614.7% | -596.2% | -1.0% |
| 5Y | +62.6% | +322.7% | -260.2% | +43.1% |
| All | +62.6% | +326.5% | -263.9% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling