+171.7%
ADM vs EFV
+167.0%
+4.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +3.0% | -2.0% | +5.0% | +4.5% |
| 30D | +8.7% | -0.2% | +8.9% | +8.8% |
| 3M | +7.6% | +9.1% | -1.5% | +0.6% |
| 6M | +26.9% | +11.7% | +15.2% | +15.9% |
| YTD | +54.3% | +17.0% | +37.2% | +35.7% |
| 1Y | +45.7% | +26.7% | +18.9% | +20.4% |
| 3Y | +21.9% | +90.2% | -68.2% | -27.4% |
| 5Y | +67.2% | +96.1% | -28.9% | -3.9% |
| All | +171.7% | +167.0% | +4.6% | +24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling