+26.3%
ADM vs ELF
+266.1%
-239.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -0.9% |
| 7D | -9.0% | +4.0% | -13.0% | -9.1% |
| 30D | -14.0% | +10.6% | -24.6% | -14.2% |
| 3M | -9.2% | +25.8% | -35.0% | -9.9% |
| 6M | -9.2% | +89.1% | -98.2% | -11.3% |
| YTD | +24.2% | +52.7% | -28.5% | +22.0% |
| 1Y | +27.0% | +51.7% | -24.8% | +24.6% |
| 3Y | +6.6% | +14.2% | -7.6% | +0.9% |
| All | +26.3% | +266.1% | -239.8% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling