+78.4%
ETN vs ADM
+21.5%
+57.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | +3.0% | +3.0% | 0.0% | +2.9% |
| 30D | -10.9% | +8.7% | -19.6% | -11.3% |
| 3M | +9.2% | +7.6% | +1.6% | +8.8% |
| 6M | +13.9% | +26.9% | -13.0% | +12.3% |
| YTD | +29.5% | +54.3% | -24.8% | +26.4% |
| 1Y | +14.2% | +45.7% | -31.5% | +11.8% |
| All | +78.4% | +21.5% | +57.0% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling