+741.3%
EEM vs ADM
+951.9%
-210.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -0.9% | -1.8% | +1.0% | 0.0% |
| 30D | -9.3% | -13.3% | +3.9% | -3.7% |
| 3M | -7.1% | -13.4% | +6.3% | -1.6% |
| 6M | -10.4% | -9.6% | -0.8% | -7.5% |
| YTD | +11.3% | +23.0% | -11.7% | -1.0% |
| 1Y | +11.3% | +27.4% | -16.1% | -2.9% |
| 3Y | +69.6% | +5.7% | +64.0% | +53.0% |
| 5Y | +33.6% | +22.1% | +11.6% | +7.0% |
| 10Y | +114.1% | +106.0% | +8.1% | +22.9% |
| All | +741.3% | +951.9% | -210.6% | +154.1% |
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