+1,214.5%
ADM vs EL
+1,685.7%
-471.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.5% |
| 7D | +3.8% | +0.8% | +3.0% | +3.5% |
| 30D | +9.8% | +19.8% | -10.1% | +4.3% |
| 3M | +2.1% | +25.7% | -23.6% | -4.4% |
| 6M | +27.5% | +5.4% | +22.1% | +23.1% |
| YTD | +50.2% | +0.2% | +50.0% | +45.8% |
| 1Y | +40.6% | +20.4% | +20.2% | +29.2% |
| 3Y | +17.2% | -32.1% | +49.4% | +18.7% |
| 5Y | +61.9% | -67.2% | +129.1% | +94.1% |
| 10Y | +159.3% | +31.7% | +127.5% | +104.4% |
| All | +1,214.5% | +1,685.7% | -471.2% | +492.7% |
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 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