+1,908.9%
ADM vs EFX
+6,408.3%
-4,499.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.6% | +1.8% |
| 7D | +3.8% | -8.6% | +12.4% | +5.9% |
| 30D | +9.8% | +0.1% | +9.6% | +9.4% |
| 3M | +2.1% | +3.8% | -1.7% | +0.4% |
| 6M | +27.5% | -13.5% | +41.0% | +30.3% |
| YTD | +50.2% | -17.7% | +67.9% | +54.4% |
| 1Y | +40.6% | -25.6% | +66.2% | +47.8% |
| 3Y | +17.2% | -12.1% | +29.3% | +15.1% |
| 5Y | +61.9% | -33.8% | +95.7% | +66.6% |
| 10Y | +159.3% | +45.1% | +114.1% | +109.4% |
| All | +1,908.9% | +6,408.3% | -4,499.4% | +704.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling