+117.9%
ADM vs ELAN
-28.2%
+146.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | +2.5% | -5.4% | +7.9% | +3.4% |
| 30D | +9.5% | +4.7% | +4.8% | +8.5% |
| 3M | +10.6% | -3.7% | +14.3% | +10.8% |
| 6M | +24.0% | -1.2% | +25.2% | +22.7% |
| YTD | +54.0% | +2.4% | +51.6% | +51.2% |
| 1Y | +45.3% | +23.4% | +21.9% | +37.8% |
| 3Y | +21.8% | +96.7% | -74.9% | +0.9% |
| 5Y | +66.8% | -30.6% | +97.4% | +75.1% |
| All | +117.9% | -28.2% | +146.1% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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