+131.0%
ADM vs RVMD
+620.8%
-489.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | +3.0% | -3.6% | +6.6% | +3.2% |
| 30D | +8.7% | -1.1% | +9.8% | +8.7% |
| 3M | +7.6% | +41.0% | -33.4% | +5.2% |
| 6M | +26.9% | +105.7% | -78.8% | +20.5% |
| YTD | +54.3% | +155.3% | -101.0% | +43.8% |
| 1Y | +45.7% | +402.7% | -357.1% | +29.0% |
| 3Y | +21.9% | +533.1% | -511.2% | +3.8% |
| 5Y | +67.2% | +583.5% | -516.4% | +36.3% |
| All | +131.0% | +620.8% | -489.8% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling