+162.4%
ADM vs ROP
+134.1%
+28.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +0.9% |
| 7D | -0.1% | -5.4% | +5.4% | +1.9% |
| 30D | +11.0% | -1.6% | +12.7% | +11.5% |
| 3M | +6.0% | +18.8% | -12.8% | -1.8% |
| 6M | +26.9% | +8.2% | +18.7% | +21.5% |
| YTD | +50.0% | -10.5% | +60.5% | +54.5% |
| 1Y | +39.6% | -23.7% | +63.3% | +53.9% |
| 3Y | +18.5% | -17.9% | +36.4% | +24.4% |
| 5Y | +62.6% | -15.3% | +77.9% | +65.5% |
| 10Y | +162.4% | +133.4% | +29.0% | +88.0% |
| All | +162.4% | +134.1% | +28.3% | +88.0% |
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