+209.8%
ADM vs ESI
+224.6%
-14.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | -0.4% |
| 7D | +3.8% | +3.3% | +0.4% | +3.0% |
| 30D | +9.8% | -5.9% | +15.6% | +11.0% |
| 3M | +2.1% | -14.1% | +16.2% | +4.6% |
| 6M | +27.5% | +6.6% | +20.9% | +23.1% |
| YTD | +50.2% | +45.0% | +5.2% | +34.5% |
| 1Y | +40.6% | +41.5% | -0.9% | +26.0% |
| 3Y | +17.2% | +78.8% | -61.5% | -2.8% |
| 5Y | +61.9% | +70.9% | -9.0% | +33.1% |
| 10Y | +159.3% | +317.1% | -157.8% | +66.5% |
| All | +209.8% | +224.6% | -14.8% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling