+62.6%
ADM vs EL
-67.4%
+130.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | -0.1% | +1.7% | -1.7% | -0.3% |
| 30D | +11.0% | +15.5% | -4.5% | +8.6% |
| 3M | +6.0% | +20.6% | -14.5% | +2.9% |
| 6M | +26.9% | +10.5% | +16.5% | +24.1% |
| YTD | +50.0% | -1.9% | +51.9% | +49.0% |
| 1Y | +39.6% | +16.1% | +23.5% | +34.1% |
| 3Y | +18.5% | -30.2% | +48.8% | +18.2% |
| 5Y | +62.6% | -67.4% | +130.0% | +82.9% |
| All | +62.6% | -67.4% | +130.0% | +82.9% |
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 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