+153.3%
EWY vs ADM
+67.1%
+86.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -2.0% | 0.0% |
| 7D | +6.7% | +1.4% | +5.3% | +6.4% |
| 30D | +17.0% | +8.2% | +8.7% | +15.3% |
| 3M | +3.7% | +8.7% | -5.1% | +1.9% |
| 6M | +42.5% | +29.1% | +13.4% | +35.7% |
| YTD | +96.2% | +53.7% | +42.6% | +81.1% |
| 1Y | +160.4% | +43.2% | +117.1% | +142.9% |
| 3Y | +231.7% | +21.4% | +210.3% | +215.5% |
| 5Y | +153.3% | +67.1% | +86.2% | +118.0% |
| All | +153.3% | +67.1% | +86.1% | +118.0% |
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