+171.7%
ADM vs TRMB
+118.7%
+53.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +3.0% | -5.4% | +8.4% | +4.3% |
| 30D | +8.7% | -2.0% | +10.7% | +9.0% |
| 3M | +7.6% | +12.3% | -4.7% | +4.1% |
| 6M | +26.9% | -17.6% | +44.5% | +31.8% |
| YTD | +54.3% | -27.5% | +81.7% | +65.0% |
| 1Y | +45.7% | -29.1% | +74.8% | +56.0% |
| 3Y | +21.9% | +11.5% | +10.4% | +12.8% |
| 5Y | +67.2% | -39.5% | +106.6% | +79.2% |
| All | +171.7% | +118.7% | +53.0% | +108.6% |
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