+21.3%
ADM vs RRX
+30.0%
-8.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +4.0% | +0.3% |
| 7D | -8.3% | +7.6% | -15.9% | -8.3% |
| 30D | -14.1% | +7.5% | -21.6% | -14.1% |
| 3M | -10.7% | -21.0% | +10.3% | -9.1% |
| 6M | -5.9% | -18.1% | +12.2% | -4.5% |
| YTD | +25.8% | +24.3% | +1.5% | +21.7% |
| 1Y | +21.3% | +29.3% | -8.0% | +17.5% |
| All | +21.3% | +30.0% | -8.7% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling