+25.1%
ADM vs RVTY
-9.4%
+34.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.1% |
| 7D | -9.0% | -1.2% | -7.8% | -9.0% |
| 30D | -14.0% | +1.0% | -15.0% | -14.3% |
| 3M | -9.2% | +35.8% | -45.0% | -13.6% |
| 6M | -9.2% | +56.7% | -65.9% | -16.0% |
| YTD | +24.2% | +60.7% | -36.5% | +13.8% |
| 1Y | +27.0% | +73.7% | -46.7% | +14.6% |
| 3Y | +6.6% | +82.8% | -76.2% | -5.4% |
| All | +25.1% | -9.4% | +34.4% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling