+82.1%
EWT vs ADM
+44.2%
+37.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.6% |
| 7D | -1.1% | +3.0% | -4.1% | -1.3% |
| 30D | +4.8% | +8.7% | -3.9% | +4.3% |
| 3M | +11.1% | +7.6% | +3.5% | +10.8% |
| 6M | +54.6% | +26.9% | +27.8% | +53.4% |
| YTD | +71.4% | +54.3% | +17.2% | +69.6% |
| 1Y | +82.1% | +45.7% | +36.4% | +81.7% |
| All | +82.1% | +44.2% | +37.9% | +81.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling