+1,073.0%
ADM vs IRM
+9,964.6%
-8,891.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -0.1% |
| 7D | +3.8% | -0.5% | +4.2% | +3.8% |
| 30D | +9.8% | -8.1% | +17.8% | +11.6% |
| 3M | +2.1% | -9.7% | +11.8% | +4.1% |
| 6M | +27.5% | +10.0% | +17.5% | +24.0% |
| YTD | +50.2% | +43.0% | +7.2% | +37.5% |
| 1Y | +40.6% | +32.7% | +7.9% | +30.4% |
| 3Y | +17.2% | +102.7% | -85.5% | -3.3% |
| 5Y | +61.9% | +187.6% | -125.7% | +22.0% |
| 10Y | +159.3% | +420.1% | -260.8% | +66.9% |
| All | +1,073.0% | +9,964.6% | -8,891.6% | +483.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling