+99.7%
ADM vs RBA
+224.6%
-124.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -9.0% | +4.3% | -13.3% | -9.8% |
| 30D | -14.0% | +16.3% | -30.3% | -16.8% |
| 3M | -9.2% | +1.3% | -10.5% | -9.6% |
| 6M | -9.2% | -11.1% | +1.9% | -7.7% |
| YTD | +24.2% | -8.5% | +32.7% | +24.7% |
| 1Y | +27.0% | -2.1% | +29.1% | +25.4% |
| 3Y | +6.6% | +44.6% | -38.0% | -5.1% |
| 5Y | +25.0% | +36.8% | -11.9% | +10.7% |
| All | +99.7% | +224.6% | -124.9% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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