+946.7%
ADM vs RMD
+37,961.8%
-37,015.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -9.0% | +2.3% | -11.4% | -9.3% |
| 30D | -14.0% | +4.1% | -18.1% | -14.6% |
| 3M | -9.2% | +5.7% | -14.9% | -10.0% |
| 6M | -9.2% | +12.9% | -22.1% | -11.1% |
| YTD | +24.2% | -1.5% | +25.7% | +23.5% |
| 1Y | +27.0% | -4.8% | +31.7% | +26.9% |
| 3Y | +6.6% | +57.5% | -50.9% | -2.2% |
| 5Y | +25.0% | -5.5% | +30.5% | +21.8% |
| 10Y | +100.2% | +357.8% | -257.5% | +55.6% |
| All | +946.7% | +37,961.8% | -37,015.2% | +555.4% |
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