+19.1%
ADM vs RVTY
+18.2%
+0.9%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +3.8% | +1.1% | +2.7% | +3.6% |
| 30D | +9.8% | +13.2% | -3.5% | +7.8% |
| 3M | +2.1% | +27.2% | -25.1% | -1.7% |
| 6M | +27.5% | +32.4% | -4.9% | +21.5% |
| YTD | +50.2% | +34.9% | +15.3% | +42.4% |
| 1Y | +40.6% | +52.4% | -11.8% | +29.7% |
| All | +19.1% | +18.2% | +0.9% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling