+747.7%
EEM vs ADP
+1,975.3%
-1,227.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | -0.1% | +1.1% | -1.2% | -0.9% |
| 30D | -8.6% | +11.5% | -20.1% | -15.0% |
| 3M | -7.0% | +12.0% | -19.1% | -14.2% |
| 6M | -9.7% | +43.8% | -53.5% | -30.4% |
| YTD | +12.1% | +20.1% | -7.9% | -4.5% |
| 1Y | +14.1% | +22.3% | -8.2% | -4.2% |
| 3Y | +72.1% | +43.3% | +28.8% | +26.1% |
| 5Y | +34.1% | +47.3% | -13.3% | -8.1% |
| 10Y | +109.6% | +313.7% | -204.1% | -45.3% |
| All | +747.7% | +1,975.3% | -1,227.6% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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