+67.1%
ADM vs EWJ
+50.3%
+16.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | +1.4% | +1.0% | +0.4% | +1.0% |
| 30D | +8.2% | +1.0% | +7.2% | +7.8% |
| 3M | +8.7% | +7.2% | +1.5% | +5.9% |
| 6M | +29.1% | +13.9% | +15.2% | +22.8% |
| YTD | +53.7% | +20.8% | +32.9% | +42.8% |
| 1Y | +43.2% | +26.4% | +16.9% | +30.6% |
| 3Y | +21.4% | +71.8% | -50.3% | -4.1% |
| 5Y | +67.1% | +49.9% | +17.2% | +39.1% |
| All | +67.1% | +50.3% | +16.8% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling