+40.6%
ADM vs ELF
-17.5%
+58.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.4% |
| 7D | +3.8% | +5.4% | -1.6% | +4.0% |
| 30D | +9.8% | +27.0% | -17.2% | +10.9% |
| 3M | +2.1% | +113.2% | -111.1% | +5.3% |
| 6M | +27.5% | +36.6% | -9.1% | +30.4% |
| YTD | +50.2% | +44.2% | +6.0% | +53.9% |
| 1Y | +40.6% | -18.0% | +58.6% | +43.1% |
| All | +40.6% | -17.5% | +58.1% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling