+162.4%
ADM vs ESI
+307.6%
-145.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -0.1% | +5.4% | -5.4% | -1.4% |
| 30D | +11.0% | -4.2% | +15.2% | +12.0% |
| 3M | +6.0% | -9.6% | +15.6% | +7.4% |
| 6M | +26.9% | +18.3% | +8.6% | +18.4% |
| YTD | +50.0% | +45.8% | +4.2% | +31.3% |
| 1Y | +39.6% | +39.2% | +0.4% | +23.1% |
| 3Y | +18.5% | +86.3% | -67.7% | -6.7% |
| 5Y | +62.6% | +76.2% | -13.6% | +26.7% |
| 10Y | +162.4% | +306.8% | -144.3% | +53.4% |
| All | +162.4% | +307.6% | -145.2% | +53.4% |
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