+21.5%
ADM vs ET
+97.4%
-75.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | +1.4% | +0.6% | +0.7% | +1.2% |
| 30D | +8.2% | +5.3% | +2.9% | +7.0% |
| 3M | +8.7% | +15.6% | -6.9% | +5.4% |
| 6M | +29.1% | +20.6% | +8.5% | +24.2% |
| YTD | +53.7% | +38.5% | +15.1% | +44.1% |
| 1Y | +43.2% | +35.7% | +7.5% | +34.8% |
| All | +21.5% | +97.4% | -75.8% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling