+1,112.9%
ADM vs EWJ
+156.6%
+956.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +3.8% | +2.5% | +1.3% | +2.5% |
| 30D | +9.8% | +3.3% | +6.5% | +8.0% |
| 3M | +2.1% | +5.0% | -2.8% | -0.7% |
| 6M | +27.5% | +11.5% | +16.0% | +19.9% |
| YTD | +50.2% | +22.4% | +27.8% | +35.0% |
| 1Y | +40.6% | +30.2% | +10.4% | +22.4% |
| 3Y | +17.2% | +72.8% | -55.6% | -12.3% |
| 5Y | +61.9% | +54.1% | +7.8% | +27.0% |
| 10Y | +159.3% | +140.6% | +18.7% | +65.5% |
| All | +1,112.9% | +156.6% | +956.3% | +522.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling