+26.5%
ADM vs ETR
+18.4%
+8.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | +1.5% | -0.8% | +0.4% |
| 30D | -14.7% | +6.6% | -21.3% | -15.9% |
| 3M | -10.4% | +4.4% | -14.8% | -11.3% |
| 6M | -10.9% | -0.3% | -10.7% | -10.7% |
| YTD | +26.0% | +23.3% | +2.7% | +17.6% |
| 1Y | +26.5% | +18.9% | +7.6% | +18.4% |
| All | +26.5% | +18.4% | +8.1% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling