+583.7%
ADM vs EFV
+256.4%
+327.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | -0.1% | +1.0% | -1.0% | -0.8% |
| 30D | +11.0% | +0.2% | +10.9% | +10.8% |
| 3M | +6.0% | +9.6% | -3.6% | -1.7% |
| 6M | +26.9% | +14.0% | +12.9% | +13.4% |
| YTD | +50.0% | +18.5% | +31.6% | +29.8% |
| 1Y | +39.6% | +27.9% | +11.7% | +13.4% |
| 3Y | +18.5% | +92.4% | -73.9% | -31.3% |
| 5Y | +62.6% | +97.2% | -34.6% | -8.7% |
| 10Y | +162.4% | +163.0% | -0.6% | +15.1% |
| All | +583.7% | +256.4% | +327.3% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EFV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling