+599.1%
ADM vs RBA
+4,035.9%
-3,436.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.1% |
| 3M | -10.4% | +9.5% | -19.9% | -12.5% |
| 6M | -10.9% | -8.2% | -2.7% | -10.0% |
| YTD | +26.0% | -7.7% | +33.7% | +26.4% |
| 1Y | +26.5% | -6.9% | +33.4% | +26.5% |
| 3Y | +8.2% | +61.6% | -53.4% | -6.4% |
| 5Y | +24.0% | +44.7% | -20.7% | +7.4% |
| 10Y | +128.4% | +205.3% | -77.0% | +57.8% |
| All | +599.1% | +4,035.9% | -3,436.8% | +242.8% |
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