+1,561.3%
ADM vs ES
+1,235.9%
+325.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.2% |
| 7D | -9.0% | +1.9% | -10.9% | -9.6% |
| 30D | -14.0% | +7.1% | -21.0% | -15.9% |
| 3M | -9.2% | -1.9% | -7.2% | -8.7% |
| 6M | -9.2% | +4.4% | -13.5% | -10.8% |
| YTD | +24.2% | +7.3% | +16.9% | +20.7% |
| 1Y | +27.0% | +2.1% | +24.8% | +25.1% |
| 3Y | +6.6% | +41.8% | -35.2% | -6.8% |
| 5Y | +25.0% | +1.4% | +23.5% | +20.7% |
| 10Y | +100.2% | +86.8% | +13.5% | +56.8% |
| All | +1,561.3% | +1,235.9% | +325.3% | +688.4% |
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