+128.2%
ADM vs TRMB
+109.2%
+19.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.8% | +1.6% |
| 7D | +0.1% | +4.1% | -4.0% | -0.8% |
| 30D | -11.8% | -5.1% | -6.8% | -11.3% |
| 3M | -11.3% | -2.6% | -8.7% | -11.6% |
| 6M | -10.0% | -2.7% | -7.3% | -10.7% |
| YTD | +25.9% | -27.9% | +53.8% | +34.0% |
| 1Y | +26.7% | -29.0% | +55.7% | +35.0% |
| 3Y | +8.1% | +35.0% | -26.8% | -5.6% |
| 5Y | +23.5% | -33.9% | +57.4% | +28.2% |
| 10Y | +128.2% | +106.1% | +22.1% | +70.8% |
| All | +128.2% | +109.2% | +19.0% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling