+7,998.0%
EOG vs ADM
+1,545.4%
+6,452.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.4% |
| 7D | -2.4% | -1.8% | -0.5% | -1.6% |
| 30D | +2.9% | -13.3% | +16.2% | +8.9% |
| 3M | +7.2% | -13.4% | +20.6% | +13.3% |
| 6M | +18.2% | -9.6% | +27.8% | +22.6% |
| YTD | +48.9% | +23.0% | +25.8% | +36.1% |
| 1Y | +46.7% | +27.4% | +19.3% | +32.1% |
| 3Y | +37.4% | +5.7% | +31.7% | +28.4% |
| 5Y | +103.9% | +22.1% | +81.8% | +80.5% |
| 10Y | +127.0% | +106.0% | +21.0% | +66.3% |
| All | +7,998.0% | +1,545.4% | +6,452.7% | +3,320.7% |
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