+21.3%
ADM vs IRE
-97.6%
+118.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -23.2% | +23.6% | +0.1% |
| 7D | -8.3% | -46.8% | +38.6% | -8.6% |
| 30D | -14.1% | -75.5% | +61.4% | -14.7% |
| 3M | -10.7% | -79.4% | +68.7% | -11.4% |
| 6M | -5.9% | -91.3% | +85.4% | -6.6% |
| YTD | +25.8% | -90.8% | +116.6% | +26.3% |
| 1Y | +21.3% | -97.7% | +119.0% | +16.7% |
| All | +21.3% | -97.6% | +118.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling