+176.6%
ADM vs RGEN
+402.3%
-225.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.6% |
| 7D | +1.4% | -4.6% | +5.9% | +1.7% |
| 30D | +8.2% | +1.2% | +7.1% | +8.0% |
| 3M | +8.7% | +26.8% | -18.1% | +6.2% |
| 6M | +29.1% | +29.1% | 0.0% | +25.5% |
| YTD | +53.7% | +0.7% | +52.9% | +52.7% |
| 1Y | +43.2% | +39.1% | +4.2% | +37.9% |
| 3Y | +21.4% | +2.2% | +19.2% | +17.2% |
| 5Y | +67.1% | -44.0% | +111.1% | +67.5% |
| 10Y | +176.6% | +412.7% | -236.2% | +122.1% |
| All | +176.6% | +402.3% | -225.7% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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