+25.4%
ADM vs RBA
+45.7%
-20.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.6% |
| 7D | +4.2% | +1.7% | +2.4% | +3.9% |
| 30D | -12.8% | +8.3% | -21.2% | -13.8% |
| 3M | -8.5% | +10.5% | -19.0% | -9.8% |
| 6M | -10.9% | -5.9% | -5.0% | -10.7% |
| YTD | +29.4% | -6.9% | +36.3% | +29.3% |
| 1Y | +27.5% | -4.9% | +32.4% | +26.9% |
| 3Y | +10.3% | +64.5% | -54.1% | +0.4% |
| All | +25.4% | +45.7% | -20.3% | +16.2% |
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