+102.5%
EWY vs ADM
+23.4%
+79.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +10.4% | +0.7% | +9.7% | +10.3% |
| 30D | -12.7% | -14.7% | +2.0% | -10.6% |
| 3M | -17.3% | -10.4% | -6.9% | -16.2% |
| 6M | -18.6% | -10.9% | -7.6% | -17.3% |
| YTD | +49.5% | +26.0% | +23.5% | +42.3% |
| 1Y | +55.0% | +26.5% | +28.5% | +47.2% |
| 3Y | +159.0% | +8.2% | +150.8% | +148.9% |
| 5Y | +102.5% | +24.0% | +78.5% | +85.6% |
| All | +102.5% | +23.4% | +79.1% | +85.6% |
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