+349.8%
EWZ vs ADM
+1,261.1%
-911.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.1% |
| 7D | -1.5% | -9.0% | +7.5% | +3.2% |
| 30D | -24.5% | -14.0% | -10.5% | -18.6% |
| 3M | -10.7% | -9.2% | -1.5% | -6.7% |
| 6M | -19.1% | -9.2% | -9.9% | -16.0% |
| YTD | +1.6% | +24.2% | -22.6% | -11.0% |
| 1Y | +4.3% | +27.0% | -22.7% | -9.9% |
| 3Y | +19.0% | +6.6% | +12.4% | +6.3% |
| 5Y | +57.7% | +25.0% | +32.7% | +25.4% |
| 10Y | +51.3% | +100.2% | -48.9% | -8.7% |
| All | +349.8% | +1,261.1% | -911.3% | +57.2% |
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