+1,908.9%
ADM vs RRX
+3,904.5%
-1,995.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +3.8% | +3.4% | +0.3% | +2.9% |
| 30D | +9.8% | -11.1% | +20.9% | +12.8% |
| 3M | +2.1% | -23.7% | +25.9% | +7.8% |
| 6M | +27.5% | -22.0% | +49.5% | +32.2% |
| YTD | +50.2% | +16.5% | +33.7% | +39.7% |
| 1Y | +40.6% | +11.5% | +29.1% | +31.3% |
| 3Y | +17.2% | +1.5% | +15.7% | +7.3% |
| 5Y | +61.9% | +18.3% | +43.6% | +38.7% |
| 10Y | +159.3% | +209.8% | -50.5% | +67.8% |
| All | +1,908.9% | +3,904.5% | -1,995.6% | +878.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling