+27.5%
ADM vs RRX
+29.3%
-1.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +2.7% |
| 7D | +4.2% | +4.3% | -0.2% | +4.2% |
| 30D | -12.8% | +12.3% | -25.2% | -12.9% |
| 3M | -8.5% | +3.7% | -12.1% | -8.2% |
| 6M | -10.9% | -13.9% | +3.0% | -9.6% |
| YTD | +29.4% | +26.5% | +3.0% | +23.1% |
| 1Y | +27.5% | +29.3% | -1.8% | +21.4% |
| All | +27.5% | +29.3% | -1.8% | +21.4% |
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