+45.7%
ADM vs EFX
-32.9%
+78.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.0% | -11.1% | +14.1% | +2.9% |
| 30D | +8.7% | -7.4% | +16.1% | +8.6% |
| 3M | +7.6% | +1.5% | +6.1% | +7.4% |
| 6M | +26.9% | -13.7% | +40.6% | +27.1% |
| YTD | +54.3% | -21.9% | +76.1% | +56.2% |
| 1Y | +45.7% | -30.8% | +76.4% | +49.8% |
| All | +45.7% | -32.9% | +78.6% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling