+62.6%
ADM vs ESI
+77.4%
-14.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -0.1% | +5.4% | -5.4% | -1.0% |
| 30D | +11.0% | -4.2% | +15.2% | +11.7% |
| 3M | +6.0% | -9.6% | +15.6% | +7.0% |
| 6M | +26.9% | +18.3% | +8.6% | +19.7% |
| YTD | +50.0% | +45.8% | +4.2% | +34.2% |
| 1Y | +39.6% | +39.2% | +0.4% | +25.6% |
| 3Y | +18.5% | +86.3% | -67.7% | -4.1% |
| 5Y | +62.6% | +76.2% | -13.6% | +27.6% |
| All | +62.6% | +77.4% | -14.9% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling