+854.3%
EEM vs ADM
+1,184.3%
-330.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.7% |
| 7D | +2.3% | +3.8% | -1.4% | +0.6% |
| 30D | +4.5% | +9.8% | -5.2% | 0.0% |
| 3M | -0.1% | +2.1% | -2.2% | -1.6% |
| 6M | +16.9% | +27.5% | -10.6% | +3.3% |
| YTD | +26.2% | +50.2% | -24.0% | +3.2% |
| 1Y | +40.5% | +40.6% | -0.1% | +17.6% |
| 3Y | +86.2% | +17.2% | +69.0% | +61.5% |
| 5Y | +45.5% | +61.9% | -16.4% | +2.3% |
| 10Y | +128.6% | +159.3% | -30.6% | +18.4% |
| All | +854.3% | +1,184.3% | -330.0% | +165.0% |
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