+119.0%
EOG vs ADM
+178.5%
-59.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +1.0% | +3.0% | -2.0% | -0.7% |
| 30D | +2.8% | +8.7% | -5.9% | -2.3% |
| 3M | +5.9% | +7.6% | -1.7% | +1.1% |
| 6M | +17.1% | +26.9% | -9.8% | +0.8% |
| YTD | +43.9% | +54.3% | -10.4% | +9.7% |
| 1Y | +26.9% | +45.7% | -18.8% | -0.6% |
| 3Y | +23.6% | +21.9% | +1.6% | +3.3% |
| 5Y | +178.1% | +67.2% | +111.0% | +78.3% |
| All | +119.0% | +178.5% | -59.4% | -1.4% |
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