+103.0%
ADM vs RVTY
+206.5%
-103.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.3% |
| 7D | -9.0% | -1.2% | -7.8% | -9.0% |
| 30D | -14.0% | +1.0% | -15.0% | -14.5% |
| 3M | -9.2% | +35.8% | -45.0% | -15.7% |
| 6M | -9.2% | +56.7% | -65.9% | -19.0% |
| YTD | +24.2% | +60.7% | -36.5% | +9.2% |
| 1Y | +27.0% | +73.7% | -46.7% | +9.4% |
| 3Y | +6.6% | +82.8% | -76.2% | -11.6% |
| 5Y | +25.0% | -7.0% | +32.0% | +20.4% |
| All | +103.0% | +206.5% | -103.5% | +28.2% |
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