+1,558.2%
ADM vs RVTY
+3,007.5%
-1,449.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.9% |
| 7D | -7.8% | +6.0% | -13.8% | -9.1% |
| 30D | -12.6% | +4.3% | -16.9% | -13.6% |
| 3M | -8.2% | +40.2% | -48.5% | -14.9% |
| 6M | -8.9% | +59.3% | -68.2% | -18.2% |
| YTD | +24.0% | +66.5% | -42.5% | +9.6% |
| 1Y | +26.2% | +77.5% | -51.3% | +9.9% |
| 3Y | +7.0% | +92.5% | -85.5% | -9.9% |
| 5Y | +24.9% | -6.8% | +31.7% | +19.5% |
| 10Y | +102.6% | +225.4% | -122.7% | +46.4% |
| All | +1,558.2% | +3,007.5% | -1,449.3% | +546.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling