+19.1%
ADM vs ESI
+81.9%
-62.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | -0.1% |
| 7D | +3.8% | +3.3% | +0.4% | +3.3% |
| 30D | +9.8% | -5.9% | +15.6% | +10.5% |
| 3M | +2.1% | -14.1% | +16.2% | +3.6% |
| 6M | +27.5% | +6.6% | +20.9% | +23.9% |
| YTD | +50.2% | +45.0% | +5.2% | +37.4% |
| 1Y | +40.6% | +41.5% | -0.9% | +28.6% |
| All | +19.1% | +81.9% | -62.8% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling