+67.1%
ADM vs RBA
+39.8%
+27.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +1.4% | -1.9% | +3.3% | +1.6% |
| 30D | +8.2% | -13.0% | +21.2% | +10.2% |
| 3M | +8.7% | -23.1% | +31.8% | +12.3% |
| 6M | +29.1% | -22.6% | +51.7% | +33.0% |
| YTD | +53.7% | -20.4% | +74.0% | +57.1% |
| 1Y | +43.2% | -29.6% | +72.8% | +49.3% |
| 3Y | +21.4% | +26.6% | -5.1% | +14.6% |
| 5Y | +67.1% | +38.2% | +28.9% | +54.0% |
| All | +67.1% | +39.8% | +27.3% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling