+1,236.8%
EWY vs ADM
+1,516.7%
-279.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +4.8% | +3.8% | +1.0% | +3.2% |
| 30D | +11.7% | +9.8% | +1.9% | +7.2% |
| 3M | -7.4% | +2.1% | -9.5% | -8.7% |
| 6M | +40.6% | +27.5% | +13.1% | +26.1% |
| YTD | +94.3% | +50.2% | +44.1% | +62.9% |
| 1Y | +164.3% | +40.6% | +123.7% | +126.1% |
| 3Y | +221.0% | +17.2% | +203.7% | +184.1% |
| 5Y | +139.1% | +61.9% | +77.2% | +77.8% |
| 10Y | +298.8% | +159.3% | +139.5% | +131.6% |
| All | +1,236.8% | +1,516.7% | -279.9% | +437.5% |
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