+21.5%
ADM vs EWJ
+70.3%
-48.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | +1.4% | +1.0% | +0.4% | +1.1% |
| 30D | +8.2% | +1.0% | +7.2% | +7.9% |
| 3M | +8.7% | +7.2% | +1.5% | +6.7% |
| 6M | +29.1% | +13.9% | +15.2% | +24.5% |
| YTD | +53.7% | +20.8% | +32.9% | +45.7% |
| 1Y | +43.2% | +26.4% | +16.9% | +33.9% |
| All | +21.5% | +70.3% | -48.7% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling