+171.7%
ADM vs ET
+179.3%
-7.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +3.0% | +1.4% | +1.6% | +2.7% |
| 30D | +8.7% | +4.6% | +4.1% | +7.5% |
| 3M | +7.6% | +16.0% | -8.4% | +3.7% |
| 6M | +26.9% | +22.8% | +4.1% | +20.5% |
| YTD | +54.3% | +38.9% | +15.4% | +42.0% |
| 1Y | +45.7% | +34.1% | +11.6% | +35.1% |
| 3Y | +21.9% | +98.8% | -76.9% | +0.9% |
| 5Y | +67.2% | +246.8% | -179.7% | +20.2% |
| All | +171.7% | +179.3% | -7.7% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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