+63.3%
ADM vs RSG
+89.9%
-26.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +9.5% | +4.0% | +5.5% | +8.0% |
| 3M | +10.6% | +7.4% | +3.2% | +7.6% |
| 6M | +24.0% | +0.1% | +23.9% | +23.7% |
| YTD | +54.0% | +6.0% | +47.9% | +50.0% |
| 1Y | +45.3% | -3.0% | +48.3% | +46.2% |
| 3Y | +21.8% | +56.5% | -34.7% | -2.9% |
| All | +63.3% | +89.9% | -26.5% | +20.3% |
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