+1,545.4%
ADM vs EAT
+9,855.7%
-8,310.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.2% |
| 7D | -1.8% | -5.9% | +4.1% | -1.1% |
| 30D | -13.3% | +0.7% | -13.9% | -13.5% |
| 3M | -13.4% | -14.2% | +0.9% | -12.1% |
| 6M | -9.6% | +40.7% | -50.3% | -14.8% |
| YTD | +23.0% | +36.0% | -12.9% | +15.7% |
| 1Y | +27.4% | +83.1% | -55.7% | +14.6% |
| 3Y | +5.7% | +474.8% | -469.1% | -21.9% |
| 5Y | +22.1% | +347.6% | -325.5% | -9.8% |
| 10Y | +106.0% | +321.5% | -215.6% | +37.3% |
| All | +1,545.4% | +9,855.7% | -8,310.3% | +546.6% |
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