+18.5%
ADM vs IRM
+101.2%
-82.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | -0.1% | +1.6% | -1.7% | -0.3% |
| 30D | +11.0% | -4.2% | +15.2% | +11.6% |
| 3M | +6.0% | -5.4% | +11.4% | +6.6% |
| 6M | +26.9% | +12.0% | +14.9% | +24.5% |
| YTD | +50.0% | +42.0% | +8.0% | +42.5% |
| 1Y | +39.6% | +29.9% | +9.7% | +34.0% |
| 3Y | +18.5% | +104.4% | -85.8% | -3.0% |
| All | +18.5% | +101.2% | -82.7% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling