+67.2%
ADM vs RRX
+14.8%
+52.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.4% | +0.7% |
| 7D | +3.0% | -3.7% | +6.7% | +3.6% |
| 30D | +8.7% | -9.3% | +18.0% | +10.2% |
| 3M | +7.6% | -21.8% | +29.4% | +11.0% |
| 6M | +26.9% | -22.0% | +48.9% | +29.8% |
| YTD | +54.3% | +11.9% | +42.3% | +47.0% |
| 1Y | +45.7% | +11.6% | +34.1% | +38.2% |
| 3Y | +21.9% | +2.2% | +19.7% | +14.8% |
| 5Y | +67.2% | +14.9% | +52.3% | +50.0% |
| All | +67.2% | +14.8% | +52.4% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling