+27.4%
ADM vs RGEN
+20.5%
+6.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.9% |
| 7D | -1.8% | -2.4% | +0.6% | -2.0% |
| 30D | -13.3% | +0.1% | -13.3% | -13.2% |
| 3M | -13.4% | +6.6% | -20.0% | -13.0% |
| 6M | -9.6% | +40.9% | -50.5% | -8.4% |
| YTD | +23.0% | +6.2% | +16.9% | +29.5% |
| 1Y | +27.4% | +19.4% | +7.9% | +30.7% |
| All | +27.4% | +20.5% | +6.9% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling