+64.2%
ADM vs RCAT
+183.7%
-119.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.3% |
| 7D | +3.8% | -1.4% | +5.2% | +3.8% |
| 30D | +9.8% | -3.3% | +13.1% | +9.8% |
| 3M | +2.1% | -43.2% | +45.3% | +3.2% |
| 6M | +27.5% | -43.2% | +70.7% | +28.4% |
| YTD | +50.2% | +5.5% | +44.7% | +49.2% |
| 1Y | +40.6% | -1.6% | +42.2% | +39.4% |
| 3Y | +17.2% | +773.7% | -756.5% | +7.7% |
| All | +64.2% | +183.7% | -119.5% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling