+184.0%
ADM vs RNG
+340.1%
-156.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.8% |
| 7D | +4.2% | +4.6% | -0.4% | +4.0% |
| 30D | -12.8% | +0.4% | -13.3% | -12.9% |
| 3M | -8.5% | +11.4% | -19.9% | -9.1% |
| 6M | -10.9% | +95.7% | -106.6% | -14.4% |
| YTD | +29.4% | +162.9% | -133.5% | +21.4% |
| 1Y | +27.5% | +180.3% | -152.7% | +19.1% |
| 3Y | +10.3% | +188.3% | -178.0% | +1.3% |
| 5Y | +27.4% | -72.5% | +99.9% | +33.1% |
| 10Y | +134.6% | +236.7% | -102.1% | +87.3% |
| All | +184.0% | +340.1% | -156.2% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling