+22.0%
ADM vs EOSE
+44.0%
-22.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.4% |
| 7D | +3.0% | +14.0% | -11.0% | +3.0% |
| 30D | +8.7% | -5.9% | +14.6% | +8.7% |
| 3M | +7.6% | -34.3% | +41.9% | +7.7% |
| 6M | +26.9% | -37.8% | +64.6% | +26.9% |
| YTD | +54.3% | -65.2% | +119.5% | +54.8% |
| 1Y | +45.7% | -41.9% | +87.6% | +45.6% |
| All | +22.0% | +44.0% | -22.0% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling