+125.7%
EEM vs ADM
+178.5%
-52.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -0.7% | +3.0% | -3.7% | -1.5% |
| 30D | +2.4% | +8.7% | -6.3% | 0.0% |
| 3M | +4.2% | +7.6% | -3.4% | +1.7% |
| 6M | +14.8% | +26.9% | -12.1% | +6.7% |
| YTD | +23.1% | +54.3% | -31.2% | +8.1% |
| 1Y | +32.5% | +45.7% | -13.1% | +17.9% |
| 3Y | +85.9% | +21.9% | +64.0% | +70.8% |
| 5Y | +43.6% | +67.2% | -23.6% | +11.9% |
| All | +125.7% | +178.5% | -52.8% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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