+24.0%
ADM vs TRI
+0.9%
+23.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.7% | -7.5% | +8.2% | +1.6% |
| 30D | -14.7% | +3.9% | -18.6% | -15.0% |
| 3M | -10.4% | +7.2% | -17.6% | -11.3% |
| 6M | -10.9% | +27.0% | -37.9% | -14.2% |
| YTD | +26.0% | -14.0% | +40.0% | +30.6% |
| 1Y | +26.5% | -17.7% | +44.1% | +32.5% |
| 3Y | +8.2% | -10.7% | +18.9% | +6.6% |
| 5Y | +24.0% | +0.6% | +23.4% | +13.5% |
| All | +24.0% | +0.9% | +23.1% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling