+171.1%
ADM vs EWJ
+144.4%
+26.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.4% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | +9.5% | +0.8% | +8.7% | +8.8% |
| 3M | +10.6% | +7.5% | +3.1% | +5.7% |
| 6M | +24.0% | +15.6% | +8.4% | +13.0% |
| YTD | +54.0% | +22.7% | +31.2% | +35.0% |
| 1Y | +45.3% | +26.4% | +18.9% | +24.8% |
| 3Y | +21.8% | +72.5% | -50.8% | -16.8% |
| 5Y | +66.8% | +52.4% | +14.3% | +24.3% |
| All | +171.1% | +144.4% | +26.6% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling