+884.6%
ADM vs RSG
+2,015.2%
-1,130.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.6% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | +9.8% | +7.6% | +2.2% | +7.5% |
| 3M | +2.1% | +7.4% | -5.3% | -0.1% |
| 6M | +27.5% | -3.3% | +30.8% | +28.2% |
| YTD | +50.2% | +6.0% | +44.2% | +47.1% |
| 1Y | +40.6% | -3.7% | +44.3% | +41.4% |
| 3Y | +17.2% | +59.1% | -41.9% | +1.5% |
| 5Y | +61.9% | +89.0% | -27.1% | +33.0% |
| 10Y | +159.3% | +412.5% | -253.2% | +65.3% |
| All | +884.6% | +2,015.2% | -1,130.7% | +379.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling