+106.0%
ADM vs EL
+60.9%
+45.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.8% | +7.6% | -9.5% | -3.3% |
| 30D | -13.3% | +15.7% | -28.9% | -15.9% |
| 3M | -13.4% | +30.5% | -43.9% | -18.6% |
| 6M | -9.6% | +32.5% | -42.2% | -15.9% |
| YTD | +23.0% | +9.4% | +13.6% | +18.0% |
| 1Y | +27.4% | +28.4% | -1.0% | +17.2% |
| 3Y | +5.7% | +4.4% | +1.2% | -2.9% |
| 5Y | +22.1% | -64.5% | +86.6% | +49.6% |
| 10Y | +106.0% | +64.9% | +41.1% | +79.9% |
| All | +106.0% | +60.9% | +45.1% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling