+21.8%
ADM vs EQX
+168.9%
-147.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.3% |
| 7D | +2.5% | -3.2% | +5.7% | +2.6% |
| 30D | +9.5% | +7.8% | +1.7% | +9.1% |
| 3M | +10.6% | +21.3% | -10.7% | +9.7% |
| 6M | +24.0% | -22.4% | +46.4% | +25.1% |
| YTD | +54.0% | -11.3% | +65.3% | +53.9% |
| 1Y | +45.3% | +13.5% | +31.8% | +43.4% |
| 3Y | +21.8% | +162.1% | -140.4% | +11.4% |
| All | +21.8% | +168.9% | -147.2% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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