+21.3%
ADM vs RMD
-1.9%
+23.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.9% | -5.6% | +0.6% |
| 7D | -8.3% | -3.9% | -4.4% | -8.5% |
| 30D | -14.1% | +7.9% | -22.0% | -13.8% |
| 3M | -10.7% | +8.1% | -18.8% | -10.5% |
| 6M | -5.9% | +15.5% | -21.4% | -4.9% |
| YTD | +25.8% | +0.7% | +25.1% | +23.2% |
| 1Y | +21.3% | -1.4% | +22.6% | +20.3% |
| All | +21.3% | -1.9% | +23.2% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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