+8,217.7%
EOG vs ADM
+1,585.0%
+6,632.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +7.4% | +0.7% | +6.7% | +7.1% |
| 30D | +2.3% | -14.7% | +17.0% | +8.9% |
| 3M | +9.5% | -10.4% | +19.9% | +14.1% |
| 6M | +17.7% | -10.9% | +28.6% | +22.8% |
| YTD | +52.9% | +26.0% | +26.9% | +38.4% |
| 1Y | +47.7% | +26.5% | +21.2% | +33.3% |
| 3Y | +41.1% | +8.2% | +32.9% | +30.7% |
| 5Y | +108.2% | +24.0% | +84.2% | +83.2% |
| 10Y | +136.3% | +128.4% | +7.9% | +67.0% |
| All | +8,217.7% | +1,585.0% | +6,632.7% | +3,380.1% |
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