+32.5%
EEM vs ADM
+44.2%
-11.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -0.7% | +3.0% | -3.7% | -0.8% |
| 30D | +2.4% | +8.7% | -6.3% | +2.1% |
| 3M | +4.2% | +7.6% | -3.4% | +3.9% |
| 6M | +14.8% | +26.9% | -12.1% | +13.6% |
| YTD | +23.1% | +54.3% | -31.2% | +20.7% |
| 1Y | +32.5% | +45.7% | -13.1% | +30.7% |
| All | +32.5% | +44.2% | -11.7% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling