+21.3%
ADM vs IRM
+19.5%
+1.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | +0.2% |
| 7D | -8.3% | +2.6% | -10.9% | -8.5% |
| 30D | -14.1% | +5.6% | -19.7% | -14.6% |
| 3M | -10.7% | -4.7% | -6.0% | -10.1% |
| 6M | -5.9% | -6.1% | +0.2% | -5.0% |
| YTD | +25.8% | +46.3% | -20.6% | +17.0% |
| 1Y | +21.3% | +18.7% | +2.6% | +18.1% |
| All | +21.3% | +19.5% | +1.8% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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