+62.8%
ADM vs RVTY
-30.4%
+93.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.6% |
| 3M | +2.1% | +27.2% | -25.1% | -2.0% |
| 6M | +27.5% | +32.4% | -4.9% | +20.9% |
| YTD | +50.2% | +34.9% | +15.3% | +41.8% |
| 1Y | +40.6% | +52.4% | -11.8% | +29.3% |
| 3Y | +17.2% | +12.3% | +4.9% | +12.4% |
| All | +62.8% | -30.4% | +93.2% | +61.9% |
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