+158.6%
ADM vs RF
+343.3%
-184.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +3.8% | +1.3% | +2.5% | +3.3% |
| 30D | +9.8% | -3.6% | +13.4% | +11.0% |
| 3M | +2.1% | +8.1% | -6.0% | -0.7% |
| 6M | +27.5% | +11.5% | +16.0% | +22.2% |
| YTD | +50.2% | +15.6% | +34.6% | +41.7% |
| 1Y | +40.6% | +15.7% | +24.9% | +32.2% |
| 3Y | +17.2% | +86.9% | -69.7% | -9.5% |
| 5Y | +61.9% | +89.8% | -27.9% | +20.4% |
| All | +158.6% | +343.3% | -184.8% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling