+746.2%
EEM vs ADM
+1,006.5%
-260.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.6% |
| 7D | +2.7% | +4.2% | -1.5% | +0.8% |
| 30D | -5.4% | -12.8% | +7.5% | +0.3% |
| 3M | -8.6% | -8.5% | -0.2% | -5.6% |
| 6M | -8.9% | -10.9% | +2.0% | -5.2% |
| YTD | +11.9% | +29.4% | -17.5% | -2.7% |
| 1Y | +13.1% | +27.5% | -14.5% | -1.3% |
| 3Y | +70.7% | +10.3% | +60.3% | +51.0% |
| 5Y | +31.8% | +27.4% | +4.4% | +3.6% |
| 10Y | +119.5% | +134.6% | -15.1% | +18.2% |
| All | +746.2% | +1,006.5% | -260.3% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling