+91.0%
EEM vs ADM
+18.5%
+72.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.1% | -0.1% | +3.1% | +3.1% |
| 30D | +4.9% | +11.0% | -6.2% | +3.7% |
| 3M | +5.2% | +6.0% | -0.8% | +4.4% |
| 6M | +20.7% | +26.9% | -6.2% | +17.3% |
| YTD | +26.5% | +50.0% | -23.5% | +20.4% |
| 1Y | +37.8% | +39.6% | -1.8% | +32.2% |
| 3Y | +91.0% | +18.5% | +72.4% | +83.7% |
| All | +91.0% | +18.5% | +72.4% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling