+128.2%
ADM vs ROK
+273.4%
-145.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | +0.1% | +1.7% |
| 7D | +0.1% | -8.5% | +8.6% | +2.3% |
| 30D | -11.8% | -6.4% | -5.4% | -10.7% |
| 3M | -11.3% | -8.8% | -2.4% | -9.6% |
| 6M | -10.0% | -10.5% | +0.5% | -8.4% |
| YTD | +25.9% | +5.4% | +20.5% | +20.7% |
| 1Y | +26.7% | +5.0% | +21.7% | +21.4% |
| 3Y | +8.1% | +64.3% | -56.2% | -14.5% |
| 5Y | +23.5% | +34.0% | -10.5% | +2.5% |
| 10Y | +128.2% | +268.2% | -140.0% | +23.1% |
| All | +128.2% | +273.4% | -145.2% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling