+66.5%
EWZ vs ADM
+133.7%
-67.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +0.1% |
| 7D | +0.8% | +4.2% | -3.4% | -1.2% |
| 30D | -24.4% | -12.8% | -11.5% | -19.3% |
| 3M | -4.6% | -8.5% | +3.9% | -0.9% |
| 6M | -11.6% | -10.9% | -0.7% | -7.4% |
| YTD | +2.4% | +29.4% | -27.0% | -11.8% |
| 1Y | +2.1% | +27.5% | -25.5% | -11.6% |
| 3Y | +18.7% | +10.3% | +8.4% | +5.6% |
| 5Y | +54.2% | +27.4% | +26.8% | +17.7% |
| All | +66.5% | +133.7% | -67.2% | -19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling