+26.3%
ADM vs ES
+1.4%
+24.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.3% |
| 7D | -9.0% | +1.9% | -10.9% | -9.6% |
| 30D | -14.0% | +7.1% | -21.0% | -16.0% |
| 3M | -9.2% | -1.9% | -7.2% | -8.7% |
| 6M | -9.2% | +4.4% | -13.5% | -10.9% |
| YTD | +24.2% | +7.3% | +16.9% | +20.3% |
| 1Y | +27.0% | +2.1% | +24.8% | +24.8% |
| 3Y | +6.6% | +41.8% | -35.2% | -8.9% |
| All | +26.3% | +1.4% | +24.9% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling