+63.3%
ADM vs RL
+232.4%
-169.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +2.5% | -3.4% | +5.9% | +2.8% |
| 30D | +9.5% | -14.4% | +23.9% | +11.1% |
| 3M | +10.6% | -13.6% | +24.2% | +12.1% |
| 6M | +24.0% | +0.6% | +23.5% | +23.0% |
| YTD | +54.0% | -3.6% | +57.6% | +53.3% |
| 1Y | +45.3% | +8.3% | +37.0% | +42.6% |
| 3Y | +21.8% | +204.8% | -183.0% | -0.8% |
| All | +63.3% | +232.4% | -169.0% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling