+93.8%
ADM vs RVMD
+510.7%
-416.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +2.9% |
| 7D | +4.2% | -10.4% | +14.6% | +4.8% |
| 30D | -12.8% | -11.0% | -1.9% | -12.4% |
| 3M | -8.5% | -14.7% | +6.2% | -7.8% |
| 6M | -10.9% | +14.9% | -25.8% | -12.0% |
| YTD | +29.4% | +116.3% | -86.9% | +21.6% |
| 1Y | +27.5% | +167.6% | -140.1% | +18.0% |
| 3Y | +10.3% | +776.8% | -766.5% | -8.0% |
| 5Y | +27.4% | +424.8% | -397.4% | +6.2% |
| All | +93.8% | +510.7% | -416.9% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling