+106.0%
ADM vs RBA
+225.5%
-119.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.8% | +3.2% | -5.1% | -2.5% |
| 30D | -13.3% | +12.0% | -25.3% | -15.4% |
| 3M | -13.4% | +2.9% | -16.2% | -14.1% |
| 6M | -9.6% | -6.3% | -3.3% | -9.1% |
| YTD | +23.0% | -5.9% | +28.9% | +22.8% |
| 1Y | +27.4% | -3.9% | +31.3% | +26.4% |
| 3Y | +5.7% | +64.9% | -59.2% | -8.8% |
| 5Y | +22.1% | +48.5% | -26.4% | +5.6% |
| 10Y | +106.0% | +211.8% | -105.8% | +36.7% |
| All | +106.0% | +225.5% | -119.5% | +36.7% |
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