+1,707.6%
ADM vs TRMB
+3,381.2%
-1,673.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +3.8% | -2.5% | +6.3% | +4.0% |
| 30D | +9.8% | +1.5% | +8.2% | +9.5% |
| 3M | +2.1% | +6.8% | -4.6% | +1.2% |
| 6M | +27.5% | -14.9% | +42.4% | +29.2% |
| YTD | +50.2% | -24.1% | +74.3% | +54.0% |
| 1Y | +40.6% | -25.4% | +66.0% | +44.2% |
| 3Y | +17.2% | +8.0% | +9.2% | +14.5% |
| 5Y | +61.9% | -37.3% | +99.2% | +65.9% |
| 10Y | +159.3% | +116.8% | +42.5% | +131.5% |
| All | +1,707.6% | +3,381.2% | -1,673.6% | +1,213.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling