+106.0%
ADM vs ED
+136.7%
-30.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.1% |
| 7D | -1.8% | +2.1% | -4.0% | -2.7% |
| 30D | -13.3% | +12.4% | -25.7% | -17.4% |
| 3M | -13.4% | +13.1% | -26.5% | -17.7% |
| 6M | -9.6% | +14.1% | -23.7% | -14.6% |
| YTD | +23.0% | +23.1% | 0.0% | +12.5% |
| 1Y | +27.4% | +25.4% | +1.9% | +15.4% |
| 3Y | +5.7% | +47.9% | -42.2% | -11.5% |
| 5Y | +22.1% | +81.9% | -59.8% | -7.2% |
| 10Y | +106.0% | +141.3% | -35.3% | +47.2% |
| All | +106.0% | +136.7% | -30.7% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling