+21.3%
ADM vs TRI
-22.4%
+43.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | +0.2% |
| 7D | -8.3% | +1.0% | -9.3% | -8.2% |
| 30D | -14.1% | +20.8% | -34.9% | -14.0% |
| 3M | -10.7% | +8.1% | -18.8% | -10.6% |
| 6M | -5.9% | +24.2% | -30.1% | -5.8% |
| YTD | +25.8% | -7.8% | +33.5% | +33.7% |
| 1Y | +21.3% | -16.7% | +37.9% | +35.3% |
| All | +21.3% | -22.4% | +43.7% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling