+230.2%
EWY vs ADM
+18.5%
+211.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +8.0% | -0.1% | +8.1% | +8.0% |
| 30D | +14.3% | +11.0% | +3.3% | +12.7% |
| 3M | +2.3% | +6.0% | -3.7% | +1.3% |
| 6M | +49.9% | +26.9% | +22.9% | +44.9% |
| YTD | +95.3% | +50.0% | +45.3% | +84.7% |
| 1Y | +161.7% | +39.6% | +122.1% | +149.6% |
| 3Y | +230.2% | +18.5% | +211.6% | +217.9% |
| All | +230.2% | +18.5% | +211.6% | +217.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling