+114.1%
ADM vs RACE
+658.9%
-544.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -9.0% | +5.1% | -14.1% | -10.2% |
| 30D | -14.0% | +7.7% | -21.7% | -15.6% |
| 3M | -9.2% | +2.2% | -11.3% | -9.9% |
| 6M | -9.2% | +23.8% | -32.9% | -14.6% |
| YTD | +24.2% | +13.9% | +10.3% | +18.5% |
| 1Y | +27.0% | +3.8% | +23.2% | +24.1% |
| 3Y | +6.6% | +28.0% | -21.4% | -4.3% |
| 5Y | +25.0% | +64.9% | -40.0% | +2.5% |
| 10Y | +100.2% | +780.4% | -680.1% | -4.1% |
| All | +114.1% | +658.9% | -544.8% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling