+21.3%
ADM vs EMB
+0.7%
+20.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.4% |
| 7D | -8.3% | +0.7% | -9.0% | -8.2% |
| 30D | -14.1% | +2.3% | -16.4% | -13.9% |
| 3M | -10.7% | -2.5% | -8.2% | -11.3% |
| 6M | -5.9% | -1.1% | -4.8% | -6.5% |
| YTD | +25.8% | -0.6% | +26.4% | +23.4% |
| 1Y | +21.3% | +0.6% | +20.6% | +17.4% |
| All | +21.3% | +0.7% | +20.6% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling