+102.6%
ADM vs ROP
+189.6%
-87.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.2% |
| 7D | -7.8% | -1.6% | -6.2% | -7.3% |
| 30D | -12.6% | +29.5% | -42.1% | -20.8% |
| 3M | -8.2% | +17.5% | -25.8% | -14.0% |
| 6M | -8.9% | +38.1% | -47.0% | -20.6% |
| YTD | +24.0% | +7.0% | +17.0% | +19.2% |
| 1Y | +26.2% | +6.5% | +19.6% | +21.4% |
| 3Y | +7.0% | -5.5% | +12.5% | +6.8% |
| 5Y | +24.9% | -0.4% | +25.2% | +19.6% |
| 10Y | +102.6% | +183.6% | -80.9% | +30.3% |
| All | +102.6% | +189.6% | -87.0% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling