+1,585.0%
ADM vs ROK
+14,758.7%
-13,173.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.7% | +6.1% | -5.4% | -1.2% |
| 30D | -14.7% | -6.5% | -8.2% | -13.5% |
| 3M | -10.4% | -10.2% | -0.2% | -8.1% |
| 6M | -10.9% | -10.6% | -0.3% | -9.2% |
| YTD | +26.0% | +4.9% | +21.1% | +21.1% |
| 1Y | +26.5% | +3.8% | +22.7% | +21.8% |
| 3Y | +8.2% | +63.5% | -55.3% | -13.1% |
| 5Y | +24.0% | +30.9% | -6.9% | +4.2% |
| 10Y | +128.4% | +266.4% | -138.0% | +31.8% |
| All | +1,585.0% | +14,758.7% | -13,173.7% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling