+21.3%
ADM vs TRU
+2.1%
+19.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.2% | +0.4% |
| 7D | -8.3% | +10.5% | -18.8% | -8.1% |
| 30D | -14.1% | +28.7% | -42.8% | -13.6% |
| 3M | -10.7% | +0.7% | -11.4% | -10.9% |
| 6M | -5.9% | +19.3% | -25.2% | -5.5% |
| YTD | +25.8% | -3.7% | +29.5% | +26.7% |
| 1Y | +21.3% | +3.4% | +17.9% | +19.7% |
| All | +21.3% | +2.1% | +19.2% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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