+105.6%
ADM vs EOSE
-57.1%
+162.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -11.0% | -0.3% |
| 7D | -0.1% | +41.4% | -41.5% | -0.7% |
| 30D | +11.0% | +3.6% | +7.4% | +10.9% |
| 3M | +6.0% | -35.7% | +41.7% | +6.6% |
| 6M | +26.9% | -29.9% | +56.8% | +27.0% |
| YTD | +50.0% | -62.5% | +112.5% | +51.5% |
| 1Y | +39.6% | -37.4% | +77.0% | +38.7% |
| 3Y | +18.5% | +55.8% | -37.3% | +12.2% |
| 5Y | +62.6% | -67.8% | +130.4% | +46.6% |
| All | +105.6% | -57.1% | +162.8% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling