+195.6%
EQT vs ADM
+65.6%
+130.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -1.2% | +3.0% | -4.2% | -2.4% |
| 30D | +1.1% | +8.7% | -7.6% | -2.5% |
| 3M | +4.8% | +7.6% | -2.8% | +1.4% |
| 6M | -10.6% | +26.9% | -37.5% | -19.8% |
| YTD | +3.4% | +54.3% | -50.9% | -15.4% |
| 1Y | +8.7% | +45.7% | -37.0% | -9.1% |
| 3Y | +35.0% | +21.9% | +13.0% | +24.2% |
| All | +195.6% | +65.6% | +130.0% | +116.5% |
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