+40.6%
ADM vs EL
+14.8%
+25.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | +0.3% |
| 7D | +3.8% | +0.8% | +3.0% | +3.8% |
| 30D | +9.8% | +19.8% | -10.1% | +9.9% |
| 3M | +2.1% | +25.7% | -23.6% | +2.3% |
| 6M | +27.5% | +5.4% | +22.1% | +30.7% |
| YTD | +50.2% | +0.2% | +50.0% | +54.1% |
| 1Y | +40.6% | +20.4% | +20.2% | +41.5% |
| All | +40.6% | +14.8% | +25.8% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling