+18.6%
ADM vs ES
+29.7%
-11.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | +9.8% | -2.0% | +11.7% | +10.4% |
| 3M | +2.1% | +1.7% | +0.5% | +1.4% |
| 6M | +27.5% | -3.5% | +31.0% | +28.6% |
| YTD | +50.2% | +7.9% | +42.3% | +45.7% |
| 1Y | +40.6% | +17.2% | +23.4% | +32.3% |
| All | +18.6% | +29.7% | -11.1% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling