+162.8%
ADM vs ECL
+154.3%
+8.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +3.8% | -2.6% | +6.4% | +4.8% |
| 30D | +9.8% | -2.2% | +11.9% | +10.6% |
| 3M | +2.1% | +10.1% | -8.0% | -2.2% |
| 6M | +27.5% | -5.7% | +33.2% | +29.5% |
| YTD | +50.2% | +7.0% | +43.2% | +44.8% |
| 1Y | +40.6% | +2.7% | +37.9% | +37.5% |
| 3Y | +17.2% | +57.7% | -40.5% | -6.2% |
| 5Y | +61.9% | +31.1% | +30.8% | +38.7% |
| All | +162.8% | +154.3% | +8.5% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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