+998.5%
ADM vs ROP
+29,959.8%
-28,961.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | 0.0% |
| 7D | -9.0% | +2.1% | -11.2% | -9.5% |
| 30D | -14.0% | +32.9% | -46.9% | -19.6% |
| 3M | -9.2% | +20.3% | -29.5% | -13.3% |
| 6M | -9.2% | +36.8% | -45.9% | -16.3% |
| YTD | +24.2% | +8.1% | +16.1% | +20.3% |
| 1Y | +27.0% | +8.3% | +18.7% | +22.8% |
| 3Y | +6.6% | -3.2% | +9.9% | +5.3% |
| 5Y | +25.0% | +1.7% | +23.3% | +21.3% |
| 10Y | +100.2% | +199.2% | -99.0% | +52.4% |
| All | +998.5% | +29,959.8% | -28,961.3% | +492.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling