+1,908.9%
ADM vs EIX
+1,083.9%
+824.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.1% |
| 7D | +3.8% | -19.1% | +22.9% | +8.3% |
| 30D | +9.8% | -16.9% | +26.7% | +13.5% |
| 3M | +2.1% | -20.0% | +22.1% | +6.5% |
| 6M | +27.5% | -21.3% | +48.8% | +33.3% |
| YTD | +50.2% | -1.7% | +51.9% | +48.2% |
| 1Y | +40.6% | +9.6% | +31.0% | +34.7% |
| 3Y | +17.2% | -3.7% | +20.9% | +14.1% |
| 5Y | +61.9% | +22.6% | +39.3% | +47.4% |
| 10Y | +159.3% | +17.7% | +141.6% | +130.4% |
| All | +1,908.9% | +1,083.9% | +824.9% | +767.7% |
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