+1,165.7%
ADM vs RMD
+36,837.6%
-35,672.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +3.8% | -5.0% | +8.7% | +4.5% |
| 30D | +9.8% | +2.2% | +7.5% | +9.3% |
| 3M | +2.1% | +17.8% | -15.7% | -0.5% |
| 6M | +27.5% | -11.3% | +38.8% | +29.0% |
| YTD | +50.2% | -4.4% | +54.6% | +50.2% |
| 1Y | +40.6% | -15.7% | +56.3% | +43.0% |
| 3Y | +17.2% | +47.7% | -30.5% | +8.5% |
| 5Y | +61.9% | -19.2% | +81.1% | +61.4% |
| 10Y | +159.3% | +280.4% | -121.1% | +106.4% |
| All | +1,165.7% | +36,837.6% | -35,672.0% | +696.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling