+26.7%
ADM vs ES
+1.2%
+25.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -11.8% | +6.7% | -18.5% | -13.3% |
| 3M | -11.3% | +0.3% | -11.6% | -11.5% |
| 6M | -10.0% | +7.4% | -17.4% | -12.3% |
| YTD | +25.9% | +8.4% | +17.5% | +21.5% |
| 1Y | +26.7% | +0.6% | +26.0% | +25.0% |
| All | +26.7% | +1.2% | +25.4% | +25.0% |
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