+1,561.3%
ADM vs ECL
+14,051.7%
-12,490.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | -9.0% | -0.8% | -8.3% | -8.8% |
| 30D | -14.0% | +8.1% | -22.1% | -16.6% |
| 3M | -9.2% | +6.4% | -15.5% | -11.5% |
| 6M | -9.2% | +14.8% | -23.9% | -14.5% |
| YTD | +24.2% | +15.5% | +8.8% | +16.3% |
| 1Y | +27.0% | +20.1% | +6.9% | +17.0% |
| 3Y | +6.6% | +77.8% | -71.1% | -17.0% |
| 5Y | +25.0% | +37.9% | -12.9% | +4.6% |
| 10Y | +100.2% | +202.7% | -102.4% | +20.8% |
| All | +1,561.3% | +14,051.7% | -12,490.4% | +304.4% |
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