+1,558.2%
ADM vs EIX
+1,174.9%
+383.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -7.8% | +0.7% | -8.5% | -8.0% |
| 30D | -12.6% | +8.8% | -21.3% | -14.4% |
| 3M | -8.2% | -10.9% | +2.7% | -6.9% |
| 6M | -8.9% | -10.3% | +1.4% | -7.9% |
| YTD | +24.0% | +5.8% | +18.1% | +19.9% |
| 1Y | +26.2% | +11.4% | +14.8% | +20.4% |
| 3Y | +7.0% | +11.1% | -4.1% | +0.3% |
| 5Y | +24.9% | +18.5% | +6.4% | +14.5% |
| 10Y | +102.6% | +32.2% | +70.4% | +74.7% |
| All | +1,558.2% | +1,174.9% | +383.3% | +601.6% |
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