+62.6%
ADM vs ETR
+129.9%
-67.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.5% |
| 7D | -0.1% | +1.4% | -1.5% | -0.5% |
| 30D | +11.0% | +1.9% | +9.2% | +10.3% |
| 3M | +6.0% | +1.0% | +5.0% | +5.6% |
| 6M | +26.9% | +4.8% | +22.1% | +24.5% |
| YTD | +50.0% | +19.5% | +30.5% | +41.0% |
| 1Y | +39.6% | +28.1% | +11.5% | +28.2% |
| 3Y | +18.5% | +151.1% | -132.6% | -19.2% |
| 5Y | +62.6% | +125.2% | -62.6% | +12.6% |
| All | +62.6% | +129.9% | -67.4% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling