+1,561.3%
ADM vs EAT
+10,438.3%
-8,877.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.3% |
| 7D | -9.0% | -2.6% | -6.4% | -8.7% |
| 30D | -14.0% | +11.5% | -25.5% | -15.4% |
| 3M | -9.2% | -9.1% | 0.0% | -8.5% |
| 6M | -9.2% | +40.4% | -49.6% | -14.3% |
| YTD | +24.2% | +43.9% | -19.7% | +16.0% |
| 1Y | +27.0% | +101.9% | -75.0% | +12.7% |
| 3Y | +6.6% | +489.9% | -483.3% | -21.5% |
| 5Y | +25.0% | +362.6% | -337.7% | -8.0% |
| 10Y | +100.2% | +385.7% | -285.4% | +30.8% |
| All | +1,561.3% | +10,438.3% | -8,877.0% | +548.0% |
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