+162.4%
ADM vs RCAT
-98.4%
+260.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.1% |
| 7D | -0.1% | +5.4% | -5.5% | -0.1% |
| 30D | +11.0% | -5.6% | +16.6% | +11.0% |
| 3M | +6.0% | -30.2% | +36.2% | +6.1% |
| 6M | +26.9% | -43.4% | +70.3% | +27.1% |
| YTD | +50.0% | +9.6% | +40.4% | +49.7% |
| 1Y | +39.6% | -2.0% | +41.6% | +39.2% |
| 3Y | +18.5% | +825.0% | -806.5% | +16.4% |
| 5Y | +62.6% | +199.8% | -137.3% | +59.9% |
| 10Y | +162.4% | -98.4% | +260.8% | +155.3% |
| All | +162.4% | -98.4% | +260.8% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RCAT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling