+126.6%
ADM vs RMBS
+534.0%
-407.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +3.0% |
| 7D | +4.2% | +10.3% | -6.1% | +3.1% |
| 30D | -12.8% | -10.7% | -2.1% | -12.2% |
| 3M | -8.5% | -17.2% | +8.7% | -7.4% |
| 6M | -10.9% | -39.0% | +28.1% | -7.8% |
| YTD | +29.4% | -10.5% | +39.9% | +24.6% |
| 1Y | +27.5% | -11.0% | +38.5% | +22.5% |
| 3Y | +10.3% | +31.3% | -21.0% | -7.7% |
| 5Y | +27.4% | +242.8% | -215.4% | -22.9% |
| All | +126.6% | +534.0% | -407.4% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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