+1,908.9%
ADM vs ETR
+4,412.2%
-2,503.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | +3.8% | +1.4% | +2.3% | +3.2% |
| 30D | +9.8% | +1.0% | +8.8% | +9.3% |
| 3M | +2.1% | -1.3% | +3.4% | +2.5% |
| 6M | +27.5% | +1.9% | +25.6% | +26.0% |
| YTD | +50.2% | +18.2% | +32.1% | +40.2% |
| 1Y | +40.6% | +24.7% | +15.9% | +28.3% |
| 3Y | +17.2% | +150.7% | -133.4% | -20.2% |
| 5Y | +61.9% | +127.0% | -65.1% | +13.6% |
| 10Y | +159.3% | +295.5% | -136.2% | +43.0% |
| All | +1,908.9% | +4,412.2% | -2,503.4% | +471.8% |
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