+67.2%
ADM vs RSG
+89.5%
-22.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +3.0% | -1.8% | +4.8% | +3.6% |
| 30D | +8.7% | +2.8% | +5.9% | +7.7% |
| 3M | +7.6% | +4.3% | +3.3% | +5.8% |
| 6M | +26.9% | -0.5% | +27.4% | +26.8% |
| YTD | +54.3% | +5.2% | +49.1% | +50.7% |
| 1Y | +45.7% | -2.1% | +47.8% | +46.0% |
| 3Y | +21.9% | +56.5% | -34.6% | -2.9% |
| 5Y | +67.2% | +89.5% | -22.4% | +23.0% |
| All | +67.2% | +89.5% | -22.4% | +23.0% |
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