+99.7%
ADM vs RACE
+740.1%
-640.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -9.0% | +5.1% | -14.1% | -10.1% |
| 30D | -14.0% | +7.7% | -21.7% | -15.5% |
| 3M | -9.2% | +2.2% | -11.3% | -9.8% |
| 6M | -9.2% | +23.8% | -32.9% | -14.3% |
| YTD | +24.2% | +13.9% | +10.3% | +18.9% |
| 1Y | +27.0% | +3.8% | +23.2% | +24.3% |
| 3Y | +6.6% | +28.0% | -21.4% | -3.9% |
| 5Y | +25.0% | +64.9% | -40.0% | +3.5% |
| All | +99.7% | +740.1% | -640.4% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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