+162.4%
ADM vs RVTY
+140.1%
+22.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.4% |
| 7D | -0.1% | +0.4% | -0.4% | -0.2% |
| 30D | +11.0% | +10.8% | +0.2% | +8.4% |
| 3M | +6.0% | +26.8% | -20.8% | -0.1% |
| 6M | +26.9% | +39.3% | -12.4% | +16.0% |
| YTD | +50.0% | +31.6% | +18.4% | +38.7% |
| 1Y | +39.6% | +47.7% | -8.1% | +24.8% |
| 3Y | +18.5% | +19.9% | -1.4% | +9.0% |
| 5Y | +62.6% | -32.3% | +94.9% | +71.1% |
| 10Y | +162.4% | +138.4% | +24.0% | +78.8% |
| All | +162.4% | +140.1% | +22.4% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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