+594.1%
EWT vs ADM
+1,618.4%
-1,024.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +4.0% | +3.8% | +0.2% | +2.7% |
| 30D | +10.3% | +9.8% | +0.6% | +6.9% |
| 3M | +6.1% | +2.1% | +3.9% | +5.0% |
| 6M | +56.6% | +27.5% | +29.1% | +43.7% |
| YTD | +76.6% | +50.2% | +26.4% | +53.3% |
| 1Y | +97.9% | +40.6% | +57.3% | +74.7% |
| 3Y | +198.0% | +17.2% | +180.8% | +170.2% |
| 5Y | +151.8% | +61.9% | +89.9% | +98.7% |
| 10Y | +514.1% | +159.3% | +354.9% | +293.4% |
| All | +594.1% | +1,618.4% | -1,024.3% | +161.4% |
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