+43.2%
ADM vs TRMB
-29.4%
+72.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.8% | +2.3% |
| 7D | +1.4% | -2.9% | +4.3% | +1.2% |
| 30D | +8.2% | -1.8% | +10.0% | +8.1% |
| 3M | +8.7% | +8.4% | +0.3% | +9.1% |
| 6M | +29.1% | -18.5% | +47.6% | +29.7% |
| YTD | +53.7% | -26.7% | +80.4% | +54.3% |
| 1Y | +43.2% | -28.3% | +71.5% | +43.7% |
| All | +43.2% | -29.4% | +72.6% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling