+352.2%
EWZ vs ADM
+1,248.1%
-895.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +1.3% | -1.8% | +3.2% | +2.3% |
| 30D | -26.2% | -13.3% | -12.9% | -20.7% |
| 3M | -8.6% | -13.4% | +4.7% | -2.1% |
| 6M | -17.0% | -9.6% | -7.4% | -13.7% |
| YTD | +2.2% | +23.0% | -20.9% | -10.1% |
| 1Y | +2.7% | +27.4% | -24.7% | -11.4% |
| 3Y | +18.2% | +5.7% | +12.5% | +6.1% |
| 5Y | +56.0% | +22.1% | +33.9% | +25.7% |
| 10Y | +60.8% | +106.0% | -45.2% | -4.5% |
| All | +352.2% | +1,248.1% | -895.9% | +58.8% |
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 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