+21.3%
ADM vs ROP
+10.4%
+10.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | +0.6% |
| 7D | -8.3% | +11.7% | -20.0% | -7.5% |
| 30D | -14.1% | +35.5% | -49.6% | -11.8% |
| 3M | -10.7% | +25.6% | -36.4% | -9.3% |
| 6M | -5.9% | +39.3% | -45.2% | -3.5% |
| YTD | +25.8% | +11.6% | +14.1% | +25.2% |
| 1Y | +21.3% | +10.6% | +10.7% | +20.7% |
| All | +21.3% | +10.4% | +10.9% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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