+1,908.9%
ADM vs RVTY
+2,416.7%
-507.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +3.8% | +1.1% | +2.7% | +3.5% |
| 30D | +9.8% | +13.2% | -3.5% | +6.9% |
| 3M | +2.1% | +27.2% | -25.1% | -3.2% |
| 6M | +27.5% | +32.4% | -4.9% | +19.0% |
| YTD | +50.2% | +34.9% | +15.3% | +39.4% |
| 1Y | +40.6% | +52.4% | -11.8% | +26.7% |
| 3Y | +17.2% | +12.3% | +4.9% | +10.4% |
| 5Y | +61.9% | -30.8% | +92.7% | +65.5% |
| 10Y | +159.3% | +150.7% | +8.6% | +98.6% |
| All | +1,908.9% | +2,416.7% | -507.8% | +722.4% |
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