+39.6%
ADM vs ES
+17.8%
+21.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -0.1% | +1.4% | -1.5% | -0.4% |
| 30D | +11.0% | -1.2% | +12.2% | +11.3% |
| 3M | +6.0% | +5.0% | +1.0% | +4.6% |
| 6M | +26.9% | -2.8% | +29.7% | +28.1% |
| YTD | +50.0% | +8.6% | +41.4% | +45.6% |
| 1Y | +39.6% | +18.9% | +20.7% | +40.5% |
| All | +39.6% | +17.8% | +21.8% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling