+23.5%
ADM vs RMBS
+249.4%
-225.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +2.2% |
| 7D | +0.1% | +3.0% | -2.9% | 0.0% |
| 30D | -11.8% | -15.5% | +3.7% | -11.4% |
| 3M | -11.3% | -11.5% | +0.2% | -11.2% |
| 6M | -10.0% | -36.5% | +26.5% | -9.0% |
| YTD | +25.9% | -7.1% | +33.0% | +23.7% |
| 1Y | +26.7% | -18.7% | +45.3% | +25.2% |
| 3Y | +8.1% | +36.2% | -28.0% | -1.0% |
| 5Y | +23.5% | +252.0% | -228.5% | -12.0% |
| All | +23.5% | +249.4% | -225.9% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling