+106.0%
ADM vs RGEN
+457.6%
-351.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.6% |
| 7D | -1.8% | -2.4% | +0.6% | -1.7% |
| 30D | -13.3% | +0.1% | -13.3% | -13.4% |
| 3M | -13.4% | +6.6% | -20.0% | -14.1% |
| 6M | -9.6% | +40.9% | -50.5% | -12.8% |
| YTD | +23.0% | +6.2% | +16.9% | +21.4% |
| 1Y | +27.4% | +19.4% | +7.9% | +24.3% |
| 3Y | +5.7% | +17.9% | -12.2% | +0.6% |
| 5Y | +22.1% | -34.0% | +56.1% | +20.3% |
| 10Y | +106.0% | +453.9% | -347.9% | +55.8% |
| All | +106.0% | +457.6% | -351.7% | +55.8% |
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