+102.6%
ADM vs RL
+397.7%
-295.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -1.3% |
| 7D | -7.8% | +0.2% | -8.1% | -8.0% |
| 30D | -12.6% | +7.3% | -19.9% | -13.9% |
| 3M | -8.2% | +1.0% | -9.3% | -8.7% |
| 6M | -8.9% | +11.8% | -20.7% | -11.8% |
| YTD | +24.0% | +13.6% | +10.4% | +19.0% |
| 1Y | +26.2% | +24.0% | +2.1% | +18.6% |
| 3Y | +7.0% | +256.6% | -249.6% | -24.7% |
| 5Y | +24.9% | +240.2% | -215.4% | -13.7% |
| 10Y | +102.6% | +373.0% | -270.3% | +19.1% |
| All | +102.6% | +397.7% | -295.0% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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