+1,908.9%
ADM vs RRC
+1,202.2%
+706.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.4% |
| 7D | +3.8% | +1.3% | +2.5% | +3.6% |
| 30D | +9.8% | +10.1% | -0.4% | +8.6% |
| 3M | +2.1% | +4.0% | -1.9% | +1.6% |
| 6M | +27.5% | +1.6% | +25.9% | +27.1% |
| YTD | +50.2% | +19.7% | +30.5% | +46.9% |
| 1Y | +40.6% | +21.4% | +19.2% | +37.0% |
| 3Y | +17.2% | +29.7% | -12.4% | +12.3% |
| 5Y | +61.9% | +153.9% | -92.0% | +41.5% |
| 10Y | +159.3% | +10.8% | +148.5% | +121.8% |
| All | +1,908.9% | +1,202.2% | +706.7% | +1,331.7% |
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