+489.8%
ADM vs EFV
+249.2%
+240.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.4% |
| 7D | +4.2% | +2.5% | +1.6% | +2.1% |
| 30D | -12.8% | +2.9% | -15.8% | -14.9% |
| 3M | -8.5% | -1.4% | -7.0% | -7.6% |
| 6M | -10.9% | +5.5% | -16.4% | -15.1% |
| YTD | +29.4% | +16.1% | +13.3% | +13.6% |
| 1Y | +27.5% | +20.3% | +7.3% | +8.8% |
| 3Y | +10.3% | +90.4% | -80.1% | -35.6% |
| 5Y | +27.4% | +93.5% | -66.1% | -27.5% |
| 10Y | +134.6% | +161.5% | -26.9% | +3.1% |
| All | +489.8% | +249.2% | +240.7% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling