+120.6%
ADM vs RBA
+204.3%
-83.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.4% |
| 7D | +0.7% | -0.5% | +1.3% | +0.8% |
| 30D | -14.7% | +6.8% | -21.5% | -16.0% |
| 3M | -10.4% | +9.5% | -19.9% | -12.3% |
| 6M | -10.9% | -8.2% | -2.7% | -10.1% |
| YTD | +26.0% | -7.7% | +33.7% | +26.3% |
| 1Y | +26.5% | -6.9% | +33.4% | +26.4% |
| 3Y | +8.2% | +61.6% | -53.4% | -6.2% |
| 5Y | +24.0% | +44.7% | -20.7% | +7.9% |
| All | +120.6% | +204.3% | -83.6% | +47.9% |
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