+124.9%
ADM vs RVMD
+644.5%
-519.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +3.8% | +1.0% | +2.7% | +3.7% |
| 30D | +9.8% | +6.4% | +3.3% | +9.3% |
| 3M | +2.1% | +34.9% | -32.8% | +0.1% |
| 6M | +27.5% | +107.6% | -80.0% | +21.0% |
| YTD | +50.2% | +163.7% | -113.5% | +39.7% |
| 1Y | +40.6% | +439.2% | -398.6% | +24.0% |
| 3Y | +17.2% | +499.2% | -482.0% | +0.3% |
| 5Y | +61.9% | +621.7% | -559.8% | +31.3% |
| All | +124.9% | +644.5% | -519.6% | +64.9% |
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