+170.4%
ADM vs ELF
+317.0%
-146.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +2.7% |
| 7D | +1.4% | -6.8% | +8.2% | +1.8% |
| 30D | +8.2% | +5.1% | +3.1% | +7.7% |
| 3M | +8.7% | +79.8% | -71.1% | +3.9% |
| 6M | +29.1% | +29.7% | -0.6% | +25.9% |
| YTD | +53.7% | +31.6% | +22.0% | +49.2% |
| 1Y | +43.2% | -27.9% | +71.1% | +44.6% |
| 3Y | +21.4% | -26.4% | +47.8% | +17.2% |
| 5Y | +67.1% | +235.6% | -168.5% | +33.8% |
| All | +170.4% | +317.0% | -146.6% | +100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling