+20,513.9%
ETN vs ADM
+1,906.3%
+18,607.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.8% |
| 7D | +8.0% | -0.1% | +8.1% | +8.1% |
| 30D | -5.9% | +11.0% | -16.9% | -9.3% |
| 3M | +5.0% | +6.0% | -1.0% | +2.5% |
| 6M | +22.4% | +26.9% | -4.5% | +12.2% |
| YTD | +33.6% | +50.0% | -16.4% | +15.8% |
| 1Y | +22.1% | +39.6% | -17.5% | +7.7% |
| 3Y | +85.6% | +18.5% | +67.0% | +66.6% |
| 5Y | +179.2% | +62.6% | +116.7% | +120.7% |
| 10Y | +687.3% | +162.4% | +524.9% | +427.5% |
| All | +20,513.9% | +1,906.3% | +18,607.6% | +8,215.4% |
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