+916.1%
ADM vs RL
+1,366.2%
-450.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.8% | -0.2% |
| 7D | +3.8% | -0.8% | +4.6% | +3.9% |
| 30D | +9.8% | -7.8% | +17.5% | +11.6% |
| 3M | +2.1% | -4.0% | +6.1% | +2.5% |
| 6M | +27.5% | -1.9% | +29.4% | +26.5% |
| YTD | +50.2% | -0.2% | +50.4% | +48.3% |
| 1Y | +40.6% | +10.7% | +29.9% | +35.3% |
| 3Y | +17.2% | +210.8% | -193.5% | -13.4% |
| 5Y | +61.9% | +238.2% | -176.3% | +13.8% |
| 10Y | +159.3% | +313.4% | -154.1% | +63.9% |
| All | +916.1% | +1,366.2% | -450.1% | +349.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling