+62.8%
ADM vs RGEN
-43.0%
+105.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | +3.8% | -4.9% | +8.7% | +4.0% |
| 30D | +9.8% | +5.7% | +4.1% | +9.4% |
| 3M | +2.1% | +32.4% | -30.3% | +0.5% |
| 6M | +27.5% | +33.2% | -5.7% | +25.1% |
| YTD | +50.2% | +2.3% | +47.9% | +49.7% |
| 1Y | +40.6% | +39.0% | +1.6% | +37.4% |
| 3Y | +17.2% | -4.6% | +21.9% | +15.3% |
| All | +62.8% | -43.0% | +105.8% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling