+10.3%
ADM vs ED
+50.2%
-39.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.2% |
| 7D | +4.2% | +2.1% | +2.1% | +3.4% |
| 30D | -12.8% | +10.4% | -23.2% | -15.8% |
| 3M | -8.5% | +12.5% | -21.0% | -12.2% |
| 6M | -10.9% | +14.9% | -25.8% | -15.4% |
| YTD | +29.4% | +24.8% | +4.6% | +19.0% |
| 1Y | +27.5% | +23.8% | +3.7% | +17.6% |
| 3Y | +10.3% | +51.6% | -41.3% | -10.8% |
| All | +10.3% | +50.2% | -39.8% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling