+987.1%
ADM vs EL
+1,792.3%
-805.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.3% |
| 7D | -9.0% | +0.8% | -9.8% | -9.3% |
| 30D | -14.0% | +16.5% | -30.5% | -17.3% |
| 3M | -9.2% | +29.2% | -38.3% | -15.6% |
| 6M | -9.2% | +27.9% | -37.1% | -16.0% |
| YTD | +24.2% | +6.2% | +18.0% | +18.4% |
| 1Y | +27.0% | +27.2% | -0.2% | +15.1% |
| 3Y | +6.6% | +3.2% | +3.4% | -3.2% |
| 5Y | +25.0% | -66.0% | +91.0% | +48.3% |
| 10Y | +100.2% | +58.3% | +41.9% | +49.9% |
| All | +987.1% | +1,792.3% | -805.3% | +381.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling