+176.6%
ADM vs EL
+28.8%
+147.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +3.0% |
| 7D | +1.4% | -2.4% | +3.7% | +1.8% |
| 30D | +8.2% | +13.7% | -5.5% | +4.8% |
| 3M | +8.7% | +14.5% | -5.8% | +4.9% |
| 6M | +29.1% | +7.4% | +21.7% | +25.0% |
| YTD | +53.7% | -4.7% | +58.3% | +51.9% |
| 1Y | +43.2% | +12.9% | +30.3% | +35.1% |
| 3Y | +21.4% | -32.2% | +53.6% | +23.8% |
| 5Y | +67.1% | -68.4% | +135.5% | +108.4% |
| 10Y | +176.6% | +28.3% | +148.3% | +148.7% |
| All | +176.6% | +28.8% | +147.7% | +148.7% |
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