+1,908.9%
ADM vs EAT
+11,644.8%
-9,735.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +9.8% | +1.9% | +7.9% | +9.3% |
| 3M | +2.1% | +68.7% | -66.5% | -5.5% |
| 6M | +27.5% | +66.9% | -39.4% | +17.3% |
| YTD | +50.2% | +60.4% | -10.2% | +38.7% |
| 1Y | +40.6% | +44.0% | -3.4% | +31.2% |
| 3Y | +17.2% | +604.7% | -587.5% | -15.5% |
| 5Y | +61.9% | +347.0% | -285.1% | +20.1% |
| 10Y | +159.3% | +390.8% | -231.5% | +69.8% |
| All | +1,908.9% | +11,644.8% | -9,735.9% | +675.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling