+7.0%
ADM vs RACE
+26.8%
-19.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -7.8% | +3.9% | -11.7% | -8.2% |
| 30D | -12.6% | +7.4% | -20.0% | -13.3% |
| 3M | -8.2% | +1.6% | -9.8% | -8.5% |
| 6M | -8.9% | +23.3% | -32.2% | -11.8% |
| YTD | +24.0% | +14.7% | +9.3% | +21.0% |
| 1Y | +26.2% | +2.5% | +23.6% | +25.9% |
| 3Y | +7.0% | +28.0% | -21.0% | -6.4% |
| All | +7.0% | +26.8% | -19.8% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling