+49.5%
EQT vs ADM
+178.5%
-128.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -1.2% | +3.0% | -4.2% | -2.7% |
| 30D | +1.1% | +8.7% | -7.6% | -3.3% |
| 3M | +4.8% | +7.6% | -2.8% | +0.5% |
| 6M | -10.6% | +26.9% | -37.5% | -21.9% |
| YTD | +3.4% | +54.3% | -50.9% | -19.3% |
| 1Y | +8.7% | +45.7% | -37.0% | -13.0% |
| 3Y | +35.0% | +21.9% | +13.0% | +14.6% |
| 5Y | +204.2% | +67.2% | +137.1% | +112.1% |
| All | +49.5% | +178.5% | -128.9% | -29.0% |
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