+174.0%
EOG vs ADM
+64.4%
+109.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -2.0% | -0.1% | -2.0% | -2.0% |
| 30D | +7.9% | +11.0% | -3.1% | +2.9% |
| 3M | +4.5% | +6.0% | -1.5% | +1.6% |
| 6M | +12.3% | +26.9% | -14.6% | +0.4% |
| YTD | +41.9% | +50.0% | -8.1% | +17.4% |
| 1Y | +27.8% | +39.6% | -11.7% | +8.8% |
| 3Y | +21.8% | +18.5% | +3.3% | +10.7% |
| 5Y | +174.0% | +62.6% | +111.4% | +88.3% |
| All | +174.0% | +64.4% | +109.6% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling