+50.9%
EWZ vs ADM
+21.9%
+29.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +1.3% | -1.8% | +3.2% | +1.8% |
| 30D | -26.2% | -13.3% | -12.9% | -23.2% |
| 3M | -8.6% | -13.4% | +4.7% | -5.1% |
| 6M | -17.0% | -9.6% | -7.4% | -15.2% |
| YTD | +2.2% | +23.0% | -20.9% | -5.0% |
| 1Y | +2.7% | +27.4% | -24.7% | -5.5% |
| 3Y | +18.2% | +5.7% | +12.5% | +12.6% |
| All | +50.9% | +21.9% | +29.0% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling