+18.5%
ADM vs TRMB
+13.0%
+5.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | 0.0% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +11.0% | -1.2% | +12.3% | +11.1% |
| 3M | +6.0% | +9.6% | -3.6% | +4.7% |
| 6M | +26.9% | -16.1% | +43.0% | +29.8% |
| YTD | +50.0% | -25.0% | +75.0% | +55.8% |
| 1Y | +39.6% | -27.7% | +67.3% | +45.5% |
| 3Y | +18.5% | +15.3% | +3.2% | +11.0% |
| All | +18.5% | +13.0% | +5.5% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling