+26.3%
ADM vs RF
+42.5%
-16.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -9.0% | -0.9% | -8.1% | -8.8% |
| 30D | -14.0% | +6.0% | -20.0% | -15.3% |
| 3M | -9.2% | -8.9% | -0.3% | -7.1% |
| 6M | -9.2% | +2.3% | -11.5% | -10.1% |
| YTD | +24.2% | +7.6% | +16.7% | +20.8% |
| 1Y | +27.0% | +21.2% | +5.8% | +19.2% |
| 3Y | +6.6% | +108.5% | -101.9% | -16.9% |
| All | +26.3% | +42.5% | -16.2% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling