+126.6%
ADM vs RRX
+200.5%
-73.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.3% |
| 7D | +4.2% | +4.3% | -0.2% | +3.0% |
| 30D | -12.8% | +12.3% | -25.2% | -16.1% |
| 3M | -8.5% | +3.7% | -12.1% | -10.3% |
| 6M | -10.9% | -13.9% | +3.0% | -9.8% |
| YTD | +29.4% | +26.5% | +3.0% | +14.7% |
| 1Y | +27.5% | +29.3% | -1.8% | +12.0% |
| 3Y | +10.3% | +65.6% | -55.2% | -16.5% |
| 5Y | +27.4% | +10.6% | +16.7% | +7.3% |
| All | +126.6% | +200.5% | -73.8% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling