+733.4%
ADM vs RBA
+3,565.6%
-2,832.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +3.8% | -2.9% | +6.7% | +4.5% |
| 30D | +9.8% | -12.3% | +22.1% | +13.0% |
| 3M | +2.1% | -20.5% | +22.7% | +7.0% |
| 6M | +27.5% | -18.5% | +46.1% | +32.5% |
| YTD | +50.2% | -18.2% | +68.4% | +55.3% |
| 1Y | +40.6% | -27.5% | +68.1% | +49.3% |
| 3Y | +17.2% | +38.1% | -20.8% | +5.2% |
| 5Y | +61.9% | +44.8% | +17.1% | +39.9% |
| 10Y | +159.3% | +187.1% | -27.9% | +81.7% |
| All | +733.4% | +3,565.6% | -2,832.1% | +321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling