+3,014.5%
EQT vs ADM
+1,954.9%
+1,059.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.7% |
| 7D | -2.0% | +1.4% | -3.4% | -2.5% |
| 30D | +1.0% | +8.2% | -7.2% | -1.8% |
| 3M | +4.0% | +8.7% | -4.7% | +0.9% |
| 6M | -11.7% | +29.1% | -40.8% | -19.6% |
| YTD | +2.8% | +53.7% | -50.8% | -12.2% |
| 1Y | +10.0% | +43.2% | -33.2% | -4.0% |
| 3Y | +34.1% | +21.4% | +12.7% | +19.9% |
| 5Y | +195.3% | +67.1% | +128.2% | +140.2% |
| 10Y | +51.6% | +176.6% | -125.0% | +3.9% |
| All | +3,014.5% | +1,954.9% | +1,059.6% | +1,385.0% |
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 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