+8.1%
EWZ vs ADM
+29.8%
-21.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -4.1% | -8.3% | +4.2% | -2.8% |
| 30D | -25.0% | -14.1% | -10.9% | -23.2% |
| 3M | -10.6% | -10.7% | +0.1% | -9.0% |
| 6M | -16.6% | -5.9% | -10.7% | -15.8% |
| YTD | +2.5% | +25.8% | -23.3% | -0.9% |
| 1Y | +8.1% | +21.3% | -13.2% | +4.8% |
| All | +8.1% | +29.8% | -21.8% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling