+21.5%
ADM vs RRX
+3.6%
+17.9%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.7% |
| 7D | +1.4% | -0.7% | +2.1% | +1.4% |
| 30D | +8.2% | -8.0% | +16.2% | +9.1% |
| 3M | +8.7% | -25.1% | +33.8% | +11.7% |
| 6M | +29.1% | -18.3% | +47.4% | +30.5% |
| YTD | +53.7% | +14.2% | +39.5% | +47.8% |
| 1Y | +43.2% | +13.0% | +30.2% | +37.5% |
| All | +21.5% | +3.6% | +17.9% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling