+981.6%
ADM vs RMBS
+1,339.3%
-357.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.2% |
| 7D | +3.8% | -0.3% | +4.1% | +3.8% |
| 30D | +9.8% | -12.2% | +21.9% | +10.6% |
| 3M | +2.1% | -49.5% | +51.7% | +6.3% |
| 6M | +27.5% | -7.1% | +34.7% | +26.3% |
| YTD | +50.2% | -7.0% | +57.2% | +48.3% |
| 1Y | +40.6% | +13.3% | +27.2% | +35.9% |
| 3Y | +17.2% | +49.2% | -32.0% | +8.6% |
| 5Y | +61.9% | +250.0% | -188.1% | +39.7% |
| 10Y | +159.3% | +495.1% | -335.8% | +113.3% |
| All | +981.6% | +1,339.3% | -357.7% | +689.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling