+171.1%
ADM vs ETR
+296.9%
-125.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +2.5% | -1.8% | +4.3% | +3.2% |
| 30D | +9.5% | -1.8% | +11.2% | +10.1% |
| 3M | +10.6% | -3.6% | +14.2% | +12.0% |
| 6M | +24.0% | +2.6% | +21.4% | +22.1% |
| YTD | +54.0% | +16.0% | +37.9% | +44.3% |
| 1Y | +45.3% | +20.1% | +25.2% | +34.2% |
| 3Y | +21.8% | +143.6% | -121.8% | -18.8% |
| 5Y | +66.8% | +124.4% | -57.6% | +14.0% |
| All | +171.1% | +296.9% | -125.8% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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