+26.3%
ADM vs EL
-66.1%
+92.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | -9.0% | +0.8% | -9.8% | -9.1% |
| 30D | -14.0% | +16.5% | -30.5% | -15.7% |
| 3M | -9.2% | +29.2% | -38.3% | -12.6% |
| 6M | -9.2% | +27.9% | -37.1% | -12.8% |
| YTD | +24.2% | +6.2% | +18.0% | +21.9% |
| 1Y | +27.0% | +27.2% | -0.2% | +20.5% |
| 3Y | +6.6% | +3.2% | +3.4% | +0.3% |
| All | +26.3% | -66.1% | +92.5% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling