+910.6%
EWY vs ADM
+1,292.9%
-382.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.9% |
| 7D | +4.2% | +4.2% | 0.0% | +2.5% |
| 30D | -10.7% | -12.8% | +2.2% | -6.0% |
| 3M | -20.1% | -8.5% | -11.6% | -17.9% |
| 6M | -24.3% | -10.9% | -13.4% | -21.6% |
| YTD | +46.9% | +29.4% | +17.4% | +29.9% |
| 1Y | +55.2% | +27.5% | +27.7% | +37.8% |
| 3Y | +157.0% | +10.3% | +146.6% | +131.4% |
| 5Y | +98.9% | +27.4% | +71.5% | +62.8% |
| 10Y | +226.3% | +134.6% | +91.7% | +96.3% |
| All | +910.6% | +1,292.9% | -382.3% | +328.7% |
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