+128.2%
ADM vs RBA
+209.3%
-81.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | -11.8% | +9.0% | -20.8% | -13.5% |
| 3M | -11.3% | +7.2% | -18.5% | -12.8% |
| 6M | -10.0% | -7.8% | -2.3% | -9.2% |
| YTD | +25.9% | -6.4% | +32.3% | +25.8% |
| 1Y | +26.7% | -4.2% | +30.8% | +25.8% |
| 3Y | +8.1% | +64.1% | -55.9% | -6.5% |
| 5Y | +23.5% | +48.4% | -24.9% | +6.9% |
| 10Y | +128.2% | +209.9% | -81.7% | +52.9% |
| All | +128.2% | +209.3% | -81.1% | +52.9% |
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