+158.1%
ADM vs RBA
+185.7%
-27.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +3.8% | -2.9% | +6.7% | +4.4% |
| 30D | +9.8% | -12.3% | +22.1% | +12.7% |
| 3M | +2.1% | -20.5% | +22.7% | +6.6% |
| 6M | +27.5% | -18.5% | +46.1% | +32.0% |
| YTD | +50.2% | -18.2% | +68.4% | +54.7% |
| 1Y | +40.6% | -27.5% | +68.1% | +48.7% |
| 3Y | +17.2% | +38.1% | -20.8% | +5.1% |
| 5Y | +61.9% | +44.8% | +17.1% | +39.7% |
| All | +158.1% | +185.7% | -27.6% | +77.1% |
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