+64.2%
ADM vs EMB
+7.4%
+56.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +9.8% | -0.3% | +10.1% | +9.9% |
| 3M | +2.1% | -0.4% | +2.5% | +2.3% |
| 6M | +27.5% | +0.1% | +27.4% | +27.3% |
| YTD | +50.2% | +1.6% | +48.6% | +49.0% |
| 1Y | +40.6% | +5.6% | +35.0% | +37.0% |
| 3Y | +17.2% | +29.8% | -12.6% | +5.3% |
| All | +64.2% | +7.4% | +56.8% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling