+18.2%
EWZ vs ADM
+6.0%
+12.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +1.3% | -1.8% | +3.2% | +1.7% |
| 30D | -26.2% | -13.3% | -12.9% | -24.1% |
| 3M | -8.6% | -13.4% | +4.7% | -6.2% |
| 6M | -17.0% | -9.6% | -7.4% | -15.7% |
| YTD | +2.2% | +23.0% | -20.9% | -2.6% |
| 1Y | +2.7% | +27.4% | -24.7% | -2.7% |
| 3Y | +18.2% | +5.7% | +12.5% | +11.6% |
| All | +18.2% | +6.0% | +12.2% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling