+1,558.2%
ADM vs ECL
+14,336.9%
-12,778.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -1.0% |
| 7D | -7.8% | -0.5% | -7.3% | -7.7% |
| 30D | -12.6% | +8.8% | -21.4% | -15.4% |
| 3M | -8.2% | +7.8% | -16.1% | -11.1% |
| 6M | -8.9% | +21.3% | -30.2% | -16.0% |
| YTD | +24.0% | +17.8% | +6.2% | +15.2% |
| 1Y | +26.2% | +21.1% | +5.1% | +15.9% |
| 3Y | +7.0% | +80.1% | -73.1% | -17.1% |
| 5Y | +24.9% | +40.5% | -15.6% | +3.7% |
| 10Y | +102.6% | +197.7% | -95.1% | +23.0% |
| All | +1,558.2% | +14,336.9% | -12,778.7% | +300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling