+6.6%
ADM vs ELF
+18.9%
-12.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -0.8% |
| 7D | -9.0% | +4.0% | -13.0% | -9.1% |
| 30D | -14.0% | +10.6% | -24.6% | -14.1% |
| 3M | -9.2% | +25.8% | -35.0% | -9.5% |
| 6M | -9.2% | +89.1% | -98.2% | -10.3% |
| YTD | +24.2% | +52.7% | -28.5% | +23.1% |
| 1Y | +27.0% | +51.7% | -24.8% | +25.8% |
| 3Y | +6.6% | +14.2% | -7.6% | -3.2% |
| All | +6.6% | +18.9% | -12.3% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling