+432.5%
EWZ vs ADM
+1,545.9%
-1,113.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.5% | +3.8% | +2.7% | +4.5% |
| 30D | +4.8% | +9.8% | -4.9% | -0.3% |
| 3M | +9.9% | +2.1% | +7.8% | +8.0% |
| 6M | +1.9% | +27.5% | -25.6% | -11.4% |
| YTD | +20.3% | +50.2% | -29.9% | -4.2% |
| 1Y | +35.6% | +40.6% | -5.0% | +11.0% |
| 3Y | +43.4% | +17.2% | +26.2% | +22.6% |
| 5Y | +55.9% | +61.9% | -5.9% | +8.3% |
| 10Y | +84.2% | +159.3% | -75.1% | -2.8% |
| All | +432.5% | +1,545.9% | -1,113.4% | +69.3% |
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 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