+43.2%
ADM vs IRM
+29.2%
+14.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.2% | +2.5% |
| 7D | +1.4% | +3.0% | -1.7% | +1.0% |
| 30D | +8.2% | -5.2% | +13.4% | +8.8% |
| 3M | +8.7% | -8.0% | +16.7% | +9.8% |
| 6M | +29.1% | +9.2% | +19.9% | +26.8% |
| YTD | +53.7% | +41.0% | +12.7% | +45.8% |
| 1Y | +43.2% | +23.3% | +20.0% | +41.7% |
| All | +43.2% | +29.2% | +14.1% | +41.7% |
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