+106.0%
ADM vs ESI
+306.3%
-200.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | -1.8% | -6.6% | +4.8% | -0.4% |
| 30D | -13.3% | -9.8% | -3.4% | -11.5% |
| 3M | -13.4% | -11.9% | -1.4% | -11.4% |
| 6M | -9.6% | -25.1% | +15.5% | -4.7% |
| YTD | +23.0% | +31.9% | -8.9% | +9.2% |
| 1Y | +27.4% | +19.2% | +8.2% | +16.0% |
| 3Y | +5.7% | +76.2% | -70.5% | -17.0% |
| 5Y | +22.1% | +39.4% | -17.3% | +0.5% |
| 10Y | +106.0% | +304.9% | -198.9% | +7.8% |
| All | +106.0% | +306.3% | -200.3% | +7.8% |
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