+1,573.2%
ADM vs RF
+1,429.2%
+143.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -7.5% | -1.6% | -5.9% | -7.2% |
| 30D | -14.3% | +5.0% | -19.3% | -15.2% |
| 3M | -8.6% | -10.0% | +1.4% | -6.6% |
| 6M | -9.9% | +3.3% | -13.2% | -10.8% |
| YTD | +25.1% | +7.9% | +17.2% | +22.3% |
| 1Y | +28.8% | +21.2% | +7.6% | +22.7% |
| 3Y | +6.9% | +105.8% | -99.0% | -10.6% |
| 5Y | +25.9% | +43.7% | -17.9% | +12.0% |
| 10Y | +101.7% | +289.4% | -187.8% | +40.9% |
| All | +1,573.2% | +1,429.2% | +143.9% | +669.7% |
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