+21.3%
ADM vs EOSE
-85.5%
+106.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.6% | -12.3% | +0.5% |
| 7D | -8.3% | +9.7% | -18.0% | -8.1% |
| 30D | -14.1% | -34.6% | +20.5% | -14.1% |
| 3M | -10.7% | -50.8% | +40.1% | -10.8% |
| 6M | -5.9% | -66.5% | +60.5% | -6.1% |
| YTD | +25.8% | -81.3% | +107.1% | +25.9% |
| 1Y | +21.3% | -84.8% | +106.1% | +21.7% |
| All | +21.3% | -85.5% | +106.8% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling