+18.5%
ADM vs EFV
+92.7%
-74.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -0.1% | +1.0% | -1.0% | -0.5% |
| 30D | +11.0% | +0.2% | +10.9% | +10.9% |
| 3M | +6.0% | +9.6% | -3.6% | +1.2% |
| 6M | +26.9% | +14.0% | +12.9% | +18.1% |
| YTD | +50.0% | +18.5% | +31.6% | +36.2% |
| 1Y | +39.6% | +27.9% | +11.7% | +21.0% |
| 3Y | +18.5% | +92.4% | -73.9% | -20.9% |
| All | +18.5% | +92.7% | -74.1% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling