+25.4%
ADM vs RSG
+99.6%
-74.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +4.2% | +2.5% | +1.7% | +3.3% |
| 30D | -12.8% | +12.7% | -25.6% | -16.4% |
| 3M | -8.5% | +17.9% | -26.4% | -13.7% |
| 6M | -10.9% | +25.0% | -35.9% | -18.0% |
| YTD | +29.4% | +20.8% | +8.6% | +20.3% |
| 1Y | +27.5% | +24.3% | +3.3% | +17.2% |
| 3Y | +10.3% | +65.3% | -54.9% | -13.5% |
| All | +25.4% | +99.6% | -74.1% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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