+23.5%
ADM vs ELV
+8.6%
+14.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.4% | +2.3% |
| 7D | +0.1% | -1.1% | +1.2% | +0.3% |
| 30D | -11.8% | +1.8% | -13.6% | -12.2% |
| 3M | -11.3% | +10.5% | -21.8% | -13.2% |
| 6M | -10.0% | +13.5% | -23.5% | -12.8% |
| YTD | +25.9% | +24.3% | +1.6% | +18.7% |
| 1Y | +26.7% | +38.9% | -12.3% | +16.3% |
| 3Y | +8.1% | -1.5% | +9.6% | +5.8% |
| 5Y | +23.5% | +7.3% | +16.2% | +16.6% |
| All | +23.5% | +8.6% | +14.9% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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