+25.4%
ADM vs RNG
-72.1%
+97.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.7% |
| 7D | +4.2% | +4.6% | -0.4% | +4.1% |
| 30D | -12.8% | +0.4% | -13.3% | -12.9% |
| 3M | -8.5% | +11.4% | -19.9% | -8.8% |
| 6M | -10.9% | +95.7% | -106.6% | -12.6% |
| YTD | +29.4% | +162.9% | -133.5% | +25.1% |
| 1Y | +27.5% | +180.3% | -152.7% | +23.0% |
| 3Y | +10.3% | +188.3% | -178.0% | +5.1% |
| All | +25.4% | -72.1% | +97.5% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling