+45.1%
ADM vs RMBS
+16.2%
+28.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.6% | +2.4% |
| 7D | +1.4% | +3.5% | -2.1% | +1.4% |
| 30D | +8.2% | -8.6% | +16.8% | +8.0% |
| 3M | +8.7% | -40.3% | +49.0% | +7.5% |
| 6M | +29.1% | -1.0% | +30.1% | +29.2% |
| YTD | +53.7% | -4.6% | +58.3% | +55.2% |
| All | +45.1% | +16.2% | +28.9% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling