+1,561.3%
ADM vs ED
+2,460.7%
-899.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.3% |
| 7D | -9.0% | +1.6% | -10.7% | -9.6% |
| 30D | -14.0% | +13.3% | -27.3% | -18.3% |
| 3M | -9.2% | +9.7% | -18.9% | -12.7% |
| 6M | -9.2% | +12.8% | -21.9% | -13.8% |
| YTD | +24.2% | +22.3% | +1.9% | +13.8% |
| 1Y | +27.0% | +26.3% | +0.7% | +14.7% |
| 3Y | +6.6% | +45.0% | -38.4% | -9.9% |
| 5Y | +25.0% | +80.2% | -55.2% | -4.3% |
| 10Y | +100.2% | +129.9% | -29.6% | +34.5% |
| All | +1,561.3% | +2,460.7% | -899.4% | +325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling