+118.2%
ADM vs ELF
+397.3%
-279.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -0.4% |
| 7D | -7.8% | +7.8% | -15.7% | -8.3% |
| 30D | -12.6% | +9.3% | -21.8% | -13.1% |
| 3M | -8.2% | +21.2% | -29.4% | -9.6% |
| 6M | -8.9% | +96.1% | -105.0% | -13.6% |
| YTD | +24.0% | +57.0% | -33.0% | +18.9% |
| 1Y | +26.2% | +61.9% | -35.7% | +20.5% |
| 3Y | +7.0% | +20.0% | -13.0% | -1.0% |
| 5Y | +24.9% | +284.8% | -259.9% | -0.8% |
| 10Y | +102.6% | +364.2% | -261.6% | +48.3% |
| All | +118.2% | +397.3% | -279.1% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling