+1,908.9%
ADM vs ED
+2,217.3%
-308.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | +9.8% | -0.1% | +9.9% | +9.8% |
| 3M | +2.1% | +3.9% | -1.8% | +0.3% |
| 6M | +27.5% | -3.0% | +30.5% | +28.7% |
| YTD | +50.2% | +10.7% | +39.5% | +43.5% |
| 1Y | +40.6% | +13.3% | +27.2% | +32.8% |
| 3Y | +17.2% | +34.5% | -17.3% | +2.2% |
| 5Y | +61.9% | +67.1% | -5.3% | +27.7% |
| 10Y | +159.3% | +103.0% | +56.2% | +83.1% |
| All | +1,908.9% | +2,217.3% | -308.4% | +436.9% |
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