+25.4%
ADM vs ET
+215.7%
-190.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +4.2% | +2.5% | +1.7% | +3.2% |
| 30D | -12.8% | -2.5% | -10.4% | -12.2% |
| 3M | -8.5% | -4.9% | -3.6% | -6.9% |
| 6M | -10.9% | -0.1% | -10.8% | -11.0% |
| YTD | +29.4% | +26.2% | +3.2% | +19.1% |
| 1Y | +27.5% | +25.2% | +2.4% | +17.6% |
| 3Y | +10.3% | +84.2% | -73.8% | -17.2% |
| All | +25.4% | +215.7% | -190.3% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling