+137.1%
EOG vs ADM
+133.7%
+3.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.1% |
| 7D | +7.6% | +4.2% | +3.4% | +5.0% |
| 30D | +3.4% | -12.8% | +16.2% | +12.0% |
| 3M | +12.7% | -8.5% | +21.2% | +18.3% |
| 6M | +19.0% | -10.9% | +29.9% | +26.6% |
| YTD | +55.6% | +29.4% | +26.1% | +30.8% |
| 1Y | +49.5% | +27.5% | +22.0% | +26.6% |
| 3Y | +43.2% | +10.3% | +32.8% | +24.9% |
| 5Y | +111.8% | +27.4% | +84.5% | +60.6% |
| All | +137.1% | +133.7% | +3.3% | +15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling