+175.0%
ADM vs EMB
+128.5%
+46.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.6% |
| 7D | -7.8% | +0.8% | -8.7% | -8.3% |
| 30D | -12.6% | +1.5% | -14.1% | -13.3% |
| 3M | -8.2% | -1.9% | -6.3% | -7.2% |
| 6M | -8.9% | -1.6% | -7.3% | -8.1% |
| YTD | +24.0% | 0.0% | +24.0% | +23.7% |
| 1Y | +26.2% | +1.1% | +25.1% | +25.1% |
| 3Y | +7.0% | +30.9% | -23.9% | -8.9% |
| 5Y | +24.9% | +7.1% | +17.8% | +19.3% |
| 10Y | +102.6% | +31.1% | +71.5% | +72.9% |
| All | +175.0% | +128.5% | +46.5% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling