+102.6%
ADM vs ESI
+323.5%
-220.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.4% |
| 7D | -7.8% | -3.5% | -4.4% | -7.3% |
| 30D | -12.6% | -9.3% | -3.3% | -10.9% |
| 3M | -8.2% | -12.8% | +4.6% | -6.0% |
| 6M | -8.9% | -24.6% | +15.7% | -4.2% |
| YTD | +24.0% | +32.7% | -8.8% | +9.9% |
| 1Y | +26.2% | +20.3% | +5.9% | +14.6% |
| 3Y | +7.0% | +80.2% | -73.2% | -16.5% |
| 5Y | +24.9% | +40.0% | -15.1% | +2.7% |
| 10Y | +102.6% | +310.8% | -208.1% | +4.8% |
| All | +102.6% | +323.5% | -220.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling