+1,561.3%
ADM vs RRC
+1,414.2%
+147.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | -9.0% | -10.8% | +1.8% | -7.9% |
| 30D | -14.0% | +22.3% | -36.3% | -16.1% |
| 3M | -9.2% | +26.6% | -35.8% | -11.7% |
| 6M | -9.2% | +18.9% | -28.1% | -11.2% |
| YTD | +24.2% | +39.2% | -15.0% | +19.1% |
| 1Y | +27.0% | +34.0% | -7.0% | +22.2% |
| 3Y | +6.6% | +42.0% | -35.4% | +1.0% |
| 5Y | +25.0% | +111.9% | -86.9% | +11.1% |
| 10Y | +100.2% | +62.8% | +37.5% | +64.4% |
| All | +1,561.3% | +1,414.2% | +147.1% | +1,061.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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