+120.6%
ADM vs ETR
+379.5%
-258.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | +1.5% | -0.8% | +0.1% |
| 30D | -14.7% | +6.6% | -21.3% | -16.8% |
| 3M | -10.4% | +4.4% | -14.8% | -12.0% |
| 6M | -10.9% | -0.3% | -10.7% | -11.2% |
| YTD | +26.0% | +23.3% | +2.7% | +15.3% |
| 1Y | +26.5% | +18.9% | +7.6% | +17.4% |
| 3Y | +8.2% | +155.5% | -147.3% | -29.1% |
| 5Y | +24.0% | +159.9% | -135.9% | -20.4% |
| All | +120.6% | +379.5% | -258.8% | +26.1% |
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