+1,228.3%
ADM vs ROP
+25,523.2%
-24,294.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.8% | +1.1% |
| 7D | +3.8% | -4.4% | +8.2% | +4.8% |
| 30D | +9.8% | +3.2% | +6.5% | +8.8% |
| 3M | +2.1% | +23.1% | -20.9% | -3.2% |
| 6M | +27.5% | +13.3% | +14.2% | +22.9% |
| YTD | +50.2% | -7.9% | +58.1% | +51.3% |
| 1Y | +40.6% | -22.1% | +62.6% | +47.1% |
| 3Y | +17.2% | -16.8% | +34.0% | +20.2% |
| 5Y | +61.9% | -13.5% | +75.4% | +63.6% |
| 10Y | +159.3% | +137.7% | +21.6% | +108.3% |
| All | +1,228.3% | +25,523.2% | -24,294.9% | +646.0% |
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 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