+1,573.2%
ADM vs ES
+1,275.7%
+297.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.2% |
| 7D | -7.5% | +5.9% | -13.4% | -9.2% |
| 30D | -14.3% | +10.2% | -24.5% | -17.0% |
| 3M | -8.6% | +0.4% | -9.0% | -8.8% |
| 6M | -9.9% | +6.9% | -16.7% | -12.1% |
| YTD | +25.1% | +10.5% | +14.6% | +20.4% |
| 1Y | +28.8% | +3.2% | +25.6% | +26.5% |
| 3Y | +6.9% | +49.0% | -42.2% | -8.1% |
| 5Y | +25.9% | +4.5% | +21.4% | +20.4% |
| 10Y | +101.7% | +92.3% | +9.4% | +56.4% |
| All | +1,573.2% | +1,275.7% | +297.4% | +686.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling