+5.7%
ADM vs EFX
+4.3%
+1.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -13.3% | +29.1% | -42.4% | -15.1% |
| 3M | -13.4% | +4.3% | -17.6% | -13.8% |
| 6M | -9.6% | +7.7% | -17.3% | -10.6% |
| YTD | +23.0% | -12.5% | +35.5% | +24.4% |
| 1Y | +27.4% | -8.8% | +36.2% | +27.9% |
| 3Y | +5.7% | +4.3% | +1.3% | +0.2% |
| All | +5.7% | +4.3% | +1.3% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling