+126.6%
ADM vs EFX
+80.5%
+46.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | +4.2% | -0.8% | +5.0% | +4.4% |
| 30D | -12.8% | +25.1% | -38.0% | -17.0% |
| 3M | -8.5% | +1.7% | -10.1% | -9.2% |
| 6M | -10.9% | +18.4% | -29.3% | -15.0% |
| YTD | +29.4% | -12.5% | +41.9% | +30.9% |
| 1Y | +27.5% | -8.1% | +35.6% | +27.4% |
| 3Y | +10.3% | +4.8% | +5.6% | +3.1% |
| 5Y | +27.4% | -30.1% | +57.5% | +30.3% |
| All | +126.6% | +80.5% | +46.2% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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