+7.3%
ADM vs RMBS
+37.1%
-29.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +2.3% |
| 7D | +0.1% | +3.0% | -2.9% | +0.1% |
| 30D | -11.8% | -15.5% | +3.7% | -11.7% |
| 3M | -11.3% | -11.5% | +0.2% | -11.3% |
| 6M | -10.0% | -36.5% | +26.5% | -9.6% |
| YTD | +25.9% | -7.1% | +33.0% | +24.6% |
| 1Y | +26.7% | -18.7% | +45.3% | +25.7% |
| All | +7.3% | +37.1% | -29.7% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling