+21.3%
ADM vs ROK
+25.3%
-4.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -8.3% | 0.0% | -8.3% | -8.3% |
| 30D | -14.1% | -2.5% | -11.6% | -14.1% |
| 3M | -10.7% | 0.0% | -10.7% | -10.6% |
| 6M | -5.9% | +11.6% | -17.5% | -6.6% |
| YTD | +25.8% | +15.2% | +10.6% | +26.9% |
| 1Y | +21.3% | +25.0% | -3.7% | +26.2% |
| All | +21.3% | +25.3% | -4.0% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling