+154.5%
EWT vs ADM
+67.1%
+87.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.1% |
| 7D | +2.1% | +1.4% | +0.8% | +1.9% |
| 30D | +9.4% | +8.2% | +1.2% | +8.1% |
| 3M | +10.9% | +8.7% | +2.2% | +9.4% |
| 6M | +57.9% | +29.1% | +28.9% | +52.0% |
| YTD | +75.9% | +53.7% | +22.3% | +65.0% |
| 1Y | +89.7% | +43.2% | +46.5% | +79.5% |
| 3Y | +200.9% | +21.4% | +179.5% | +190.2% |
| 5Y | +154.5% | +67.1% | +87.4% | +127.2% |
| All | +154.5% | +67.1% | +87.4% | +127.2% |
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