+162.4%
ADM vs ED
+104.2%
+58.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -0.1% | +0.5% | -0.6% | -0.3% |
| 30D | +11.0% | +1.1% | +9.9% | +10.5% |
| 3M | +6.0% | +4.6% | +1.4% | +3.9% |
| 6M | +26.9% | -2.0% | +28.9% | +27.6% |
| YTD | +50.0% | +11.7% | +38.3% | +42.8% |
| 1Y | +39.6% | +15.7% | +23.9% | +30.8% |
| 3Y | +18.5% | +34.4% | -15.8% | +3.2% |
| 5Y | +62.6% | +67.3% | -4.7% | +28.0% |
| 10Y | +162.4% | +104.0% | +58.4% | +93.6% |
| All | +162.4% | +104.2% | +58.2% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ED 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling