+147.8%
EWY vs ADM
+45.4%
+102.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -0.1% | +2.5% | -2.6% | -0.2% |
| 30D | +7.3% | +9.5% | -2.2% | +6.6% |
| 3M | -5.1% | +10.6% | -15.7% | -5.7% |
| 6M | +42.1% | +24.0% | +18.0% | +41.0% |
| YTD | +94.1% | +54.0% | +40.2% | +91.0% |
| 1Y | +147.8% | +45.3% | +102.5% | +146.1% |
| All | +147.8% | +45.4% | +102.4% | +146.1% |
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