+67.2%
ADM vs ELV
+19.4%
+47.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -0.6% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | +8.7% | +6.7% | +2.0% | +7.2% |
| 3M | +7.6% | +3.0% | +4.6% | +6.6% |
| 6M | +26.9% | +48.0% | -21.1% | +15.8% |
| YTD | +54.3% | +20.0% | +34.2% | +46.5% |
| 1Y | +45.7% | +37.9% | +7.8% | +33.5% |
| 3Y | +21.9% | -2.8% | +24.7% | +19.3% |
| 5Y | +67.2% | +24.8% | +42.3% | +45.7% |
| All | +67.2% | +19.4% | +47.7% | +45.7% |
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