+106.0%
ADM vs ES
+87.3%
+18.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.8% | +0.9% | -2.7% | -2.2% |
| 30D | -13.3% | +5.9% | -19.2% | -15.2% |
| 3M | -13.4% | -1.0% | -12.3% | -13.2% |
| 6M | -9.6% | +7.2% | -16.8% | -12.4% |
| YTD | +23.0% | +7.0% | +16.0% | +19.0% |
| 1Y | +27.4% | +0.5% | +26.9% | +25.8% |
| 3Y | +5.7% | +48.7% | -43.0% | -12.0% |
| 5Y | +22.1% | +1.9% | +20.1% | +16.8% |
| 10Y | +106.0% | +89.2% | +16.8% | +70.6% |
| All | +106.0% | +87.3% | +18.6% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling