+233.1%
ADM vs EMB
+132.1%
+101.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +27.2% |
| YTD | +50.2% | +1.6% | +48.6% | +48.6% |
| 1Y | +40.6% | +5.6% | +35.0% | +35.8% |
| 3Y | +17.2% | +29.8% | -12.6% | +0.2% |
| 5Y | +61.9% | +7.3% | +54.6% | +54.5% |
| 10Y | +159.3% | +30.4% | +128.8% | +121.6% |
| All | +233.1% | +132.1% | +101.0% | +173.1% |
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