+21.5%
ADM vs RNG
+122.1%
-100.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.4% |
| 7D | +1.4% | -4.1% | +5.4% | +1.4% |
| 30D | +8.2% | +8.6% | -0.4% | +8.1% |
| 3M | +8.7% | +78.0% | -69.3% | +7.5% |
| 6M | +29.1% | +67.0% | -38.0% | +27.7% |
| YTD | +53.7% | +142.4% | -88.8% | +49.7% |
| 1Y | +43.2% | +120.4% | -77.2% | +40.1% |
| All | +21.5% | +122.1% | -100.5% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling