+1,908.9%
ADM vs RF
+1,537.4%
+371.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +3.8% | +1.3% | +2.5% | +3.5% |
| 30D | +9.8% | -3.6% | +13.4% | +10.6% |
| 3M | +2.1% | +8.1% | -6.0% | +0.3% |
| 6M | +27.5% | +11.5% | +16.0% | +24.0% |
| YTD | +50.2% | +15.6% | +34.6% | +44.7% |
| 1Y | +40.6% | +15.7% | +24.9% | +35.1% |
| 3Y | +17.2% | +86.9% | -69.7% | 0.0% |
| 5Y | +61.9% | +89.8% | -27.9% | +35.8% |
| 10Y | +159.3% | +344.7% | -185.4% | +76.4% |
| All | +1,908.9% | +1,537.4% | +371.5% | +811.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling