+21.5%
ADM vs TRI
-19.2%
+40.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.5% |
| 7D | +1.4% | -8.4% | +9.8% | +1.8% |
| 30D | +8.2% | -6.5% | +14.7% | +8.5% |
| 3M | +8.7% | +18.6% | -9.9% | +7.0% |
| 6M | +29.1% | -10.4% | +39.5% | +30.1% |
| YTD | +53.7% | -23.7% | +77.4% | +59.7% |
| 1Y | +43.2% | -42.5% | +85.7% | +56.3% |
| All | +21.5% | -19.2% | +40.7% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling