+4,232.8%
ADP vs EME
+61,143.5%
-56,910.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.5% |
| 7D | -3.4% | +1.9% | -5.3% | -3.8% |
| 30D | +2.8% | -8.3% | +11.1% | +4.5% |
| 3M | +20.9% | -10.7% | +31.7% | +22.1% |
| 6M | +29.9% | +1.9% | +28.0% | +26.4% |
| YTD | +9.6% | +23.5% | -13.8% | +1.7% |
| 1Y | -5.3% | +18.0% | -23.2% | -12.2% |
| 3Y | +16.5% | +236.1% | -219.6% | -18.3% |
| 5Y | +49.4% | +527.9% | -478.5% | -10.5% |
| 10Y | +282.2% | +1,252.8% | -970.6% | +88.2% |
| All | +4,232.8% | +61,143.5% | -56,910.8% | +1,253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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