+1,545.4%
ADM vs ETR
+4,599.0%
-3,053.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -1.8% | +2.6% | -4.4% | -2.8% |
| 30D | -13.3% | +8.7% | -21.9% | -16.0% |
| 3M | -13.4% | +6.4% | -19.7% | -15.5% |
| 6M | -9.6% | +0.7% | -10.3% | -10.2% |
| YTD | +23.0% | +23.0% | 0.0% | +13.0% |
| 1Y | +27.4% | +17.9% | +9.5% | +18.8% |
| 3Y | +5.7% | +154.9% | -149.2% | -28.4% |
| 5Y | +22.1% | +157.3% | -135.2% | -18.4% |
| 10Y | +106.0% | +373.4% | -267.4% | +6.2% |
| All | +1,545.4% | +4,599.0% | -3,053.6% | +360.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling