+118.6%
ADM vs ELF
+383.9%
-265.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.1% |
| 7D | -9.0% | +4.0% | -13.0% | -9.3% |
| 30D | -14.0% | +10.6% | -24.6% | -14.6% |
| 3M | -9.2% | +25.8% | -35.0% | -10.8% |
| 6M | -9.2% | +89.1% | -98.2% | -13.6% |
| YTD | +24.2% | +52.7% | -28.5% | +19.3% |
| 1Y | +27.0% | +51.7% | -24.8% | +21.9% |
| 3Y | +6.6% | +14.2% | -7.6% | -1.0% |
| 5Y | +25.0% | +270.7% | -245.7% | -0.4% |
| 10Y | +100.2% | +341.9% | -241.7% | +46.9% |
| All | +118.6% | +383.9% | -265.3% | +60.4% |
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 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