+171.7%
ADM vs EME
+1,301.6%
-1,129.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +3.0% | +0.9% | +2.1% | +2.7% |
| 30D | +8.7% | -8.4% | +17.1% | +10.6% |
| 3M | +7.6% | -3.6% | +11.2% | +7.4% |
| 6M | +26.9% | +3.6% | +23.3% | +23.9% |
| YTD | +54.3% | +22.5% | +31.8% | +44.1% |
| 1Y | +45.7% | +18.2% | +27.5% | +35.4% |
| 3Y | +21.9% | +238.4% | -216.4% | -23.6% |
| 5Y | +67.2% | +550.5% | -483.4% | -19.5% |
| All | +171.7% | +1,301.6% | -1,129.9% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling