+1,561.3%
ADM vs EIX
+1,158.5%
+402.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.1% |
| 7D | -9.0% | +1.0% | -10.0% | -9.3% |
| 30D | -14.0% | +9.1% | -23.1% | -15.9% |
| 3M | -9.2% | -10.2% | +1.1% | -8.0% |
| 6M | -9.2% | -11.2% | +2.1% | -7.9% |
| YTD | +24.2% | +4.5% | +19.7% | +20.5% |
| 1Y | +27.0% | +10.9% | +16.1% | +21.3% |
| 3Y | +6.6% | +8.4% | -1.8% | +0.6% |
| 5Y | +25.0% | +18.0% | +7.0% | +14.7% |
| 10Y | +100.2% | +30.3% | +70.0% | +73.3% |
| All | +1,561.3% | +1,158.5% | +402.8% | +605.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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