+874.1%
ADM vs ELV
+2,594.5%
-1,720.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.7% |
| 7D | +4.2% | +1.0% | +3.2% | +3.9% |
| 30D | -12.8% | +0.4% | -13.2% | -13.0% |
| 3M | -8.5% | +8.4% | -16.8% | -10.9% |
| 6M | -10.9% | +8.4% | -19.3% | -13.8% |
| YTD | +29.4% | +24.4% | +5.0% | +19.0% |
| 1Y | +27.5% | +33.5% | -6.0% | +14.7% |
| 3Y | +10.3% | -2.1% | +12.4% | +6.1% |
| 5Y | +27.4% | +5.8% | +21.6% | +18.0% |
| 10Y | +134.6% | +268.9% | -134.3% | +38.9% |
| All | +874.1% | +2,594.5% | -1,720.4% | +217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling