+18.5%
ADM vs ETR
+153.2%
-134.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | -0.1% | +1.4% | -1.5% | -0.3% |
| 30D | +11.0% | +1.9% | +9.2% | +10.6% |
| 3M | +6.0% | +1.0% | +5.0% | +5.8% |
| 6M | +26.9% | +4.8% | +22.1% | +25.4% |
| YTD | +50.0% | +19.5% | +30.5% | +44.3% |
| 1Y | +39.6% | +28.1% | +11.5% | +32.4% |
| 3Y | +18.5% | +151.1% | -132.6% | -12.5% |
| All | +18.5% | +153.2% | -134.6% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling