+25.4%
ADM vs ECL
+38.6%
-13.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.4% |
| 7D | +4.2% | +2.9% | +1.3% | +3.7% |
| 30D | -12.8% | +7.5% | -20.3% | -14.0% |
| 3M | -8.5% | +12.2% | -20.7% | -10.4% |
| 6M | -10.9% | +24.6% | -35.5% | -14.8% |
| YTD | +29.4% | +18.8% | +10.7% | +24.8% |
| 1Y | +27.5% | +19.3% | +8.2% | +22.8% |
| 3Y | +10.3% | +78.2% | -67.9% | -2.6% |
| All | +25.4% | +38.6% | -13.2% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling