+1,908.9%
ADM vs ROK
+15,847.2%
-13,938.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | +3.8% | +0.7% | +3.1% | +3.5% |
| 30D | +9.8% | -3.3% | +13.1% | +10.8% |
| 3M | +2.1% | -5.9% | +8.0% | +3.3% |
| 6M | +27.5% | +13.9% | +13.6% | +20.8% |
| YTD | +50.2% | +12.6% | +37.6% | +42.3% |
| 1Y | +40.6% | +28.6% | +12.0% | +27.1% |
| 3Y | +17.2% | +45.1% | -27.9% | -1.5% |
| 5Y | +61.9% | +45.6% | +16.3% | +32.3% |
| 10Y | +159.3% | +345.0% | -185.8% | +41.4% |
| All | +1,908.9% | +15,847.2% | -13,938.3% | +266.4% |
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