+965.2%
ADM vs TRI
+561.6%
+403.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +2.5% |
| 7D | +3.8% | -0.5% | +4.3% | +3.7% |
| 30D | +9.8% | +7.9% | +1.9% | +5.8% |
| 3M | +2.1% | +24.1% | -21.9% | -8.7% |
| 6M | +27.5% | +3.8% | +23.7% | +20.6% |
| YTD | +50.2% | -16.9% | +67.1% | +54.2% |
| 1Y | +40.6% | -38.4% | +79.0% | +65.3% |
| 3Y | +17.2% | -12.2% | +29.4% | +13.2% |
| 5Y | +61.9% | -1.8% | +63.7% | +45.3% |
| 10Y | +159.3% | +207.6% | -48.3% | +26.5% |
| All | +965.2% | +561.6% | +403.6% | +223.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling