+918.2%
ADM vs EME
+53,473.8%
-52,555.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | +4.2% | +8.4% | -4.2% | +2.2% |
| 30D | -12.8% | -11.5% | -1.4% | -10.8% |
| 3M | -8.5% | -20.6% | +12.2% | -4.3% |
| 6M | -10.9% | -28.5% | +17.6% | -5.5% |
| YTD | +29.4% | +8.0% | +21.4% | +23.7% |
| 1Y | +27.5% | +6.8% | +20.8% | +22.0% |
| 3Y | +10.3% | +213.9% | -203.6% | -23.6% |
| 5Y | +27.4% | +414.8% | -387.4% | -23.3% |
| 10Y | +134.6% | +916.9% | -782.4% | +15.2% |
| All | +918.2% | +53,473.8% | -52,555.6% | +257.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling