+1,081.8%
ADM vs EME
+61,143.5%
-60,061.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.1% |
| 7D | +3.8% | +1.9% | +1.9% | +3.3% |
| 30D | +9.8% | -8.3% | +18.0% | +11.8% |
| 3M | +2.1% | -10.7% | +12.9% | +3.8% |
| 6M | +27.5% | +1.9% | +25.6% | +25.0% |
| YTD | +50.2% | +23.5% | +26.7% | +40.2% |
| 1Y | +40.6% | +18.0% | +22.6% | +31.2% |
| 3Y | +17.2% | +236.1% | -218.9% | -19.5% |
| 5Y | +61.9% | +527.9% | -466.0% | -6.5% |
| 10Y | +159.3% | +1,252.8% | -1,093.5% | +19.7% |
| All | +1,081.8% | +61,143.5% | -60,061.8% | +305.1% |
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