+126.6%
ADM vs IRM
+520.0%
-393.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.9% |
| 7D | +4.2% | +6.8% | -2.6% | +2.2% |
| 30D | -12.8% | +2.6% | -15.4% | -13.8% |
| 3M | -8.5% | -9.5% | +1.0% | -6.5% |
| 6M | -10.9% | -8.5% | -2.4% | -9.6% |
| YTD | +29.4% | +40.3% | -10.9% | +14.4% |
| 1Y | +27.5% | +28.7% | -1.1% | +15.6% |
| 3Y | +10.3% | +111.8% | -101.5% | -19.9% |
| 5Y | +27.4% | +189.1% | -161.7% | -19.7% |
| All | +126.6% | +520.0% | -393.3% | +5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling