+960.9%
ADM vs RMD
+38,484.3%
-37,523.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | -11.8% | +1.7% | -13.5% | -12.1% |
| 3M | -11.3% | +6.4% | -17.7% | -12.2% |
| 6M | -10.0% | +20.7% | -30.7% | -12.8% |
| YTD | +25.9% | -0.2% | +26.1% | +25.0% |
| 1Y | +26.7% | -4.5% | +31.2% | +26.5% |
| 3Y | +8.1% | +70.5% | -62.4% | -1.9% |
| 5Y | +23.5% | -1.6% | +25.1% | +19.7% |
| 10Y | +128.2% | +342.7% | -214.5% | +78.1% |
| All | +960.9% | +38,484.3% | -37,523.4% | +563.0% |
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