+45.6%
ADM vs ET
+34.5%
+11.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +3.0% | +1.4% | +1.6% | +2.6% |
| 30D | +8.7% | +4.6% | +4.1% | +7.2% |
| 3M | +7.6% | +16.0% | -8.4% | +3.3% |
| 6M | +26.9% | +22.8% | +4.1% | +21.7% |
| YTD | +54.3% | +38.9% | +15.4% | +48.2% |
| All | +45.6% | +34.5% | +11.1% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling