+67.1%
ADM vs ET
+242.4%
-175.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.3% |
| 3M | +8.7% | +15.6% | -6.9% | +3.5% |
| 6M | +29.1% | +20.6% | +8.5% | +21.2% |
| YTD | +53.7% | +38.5% | +15.1% | +37.7% |
| 1Y | +43.2% | +35.7% | +7.5% | +29.0% |
| 3Y | +21.4% | +98.4% | -76.9% | -9.1% |
| 5Y | +67.1% | +245.3% | -178.2% | +3.3% |
| All | +67.1% | +242.4% | -175.2% | +3.3% |
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