+126.6%
ADM vs RACE
+729.2%
-602.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.4% |
| 7D | +4.2% | -1.2% | +5.4% | +4.5% |
| 30D | -12.8% | +6.1% | -19.0% | -14.1% |
| 3M | -8.5% | -0.3% | -8.2% | -8.7% |
| 6M | -10.9% | +23.4% | -34.3% | -15.9% |
| YTD | +29.4% | +12.5% | +16.9% | +24.1% |
| 1Y | +27.5% | -0.5% | +28.0% | +26.1% |
| 3Y | +10.3% | +23.6% | -13.3% | +0.2% |
| 5Y | +27.4% | +65.4% | -38.1% | +5.0% |
| All | +126.6% | +729.2% | -602.5% | +30.5% |
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