+171.1%
ADM vs TRU
+147.2%
+23.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | +2.5% | -2.7% | +5.2% | +3.1% |
| 30D | +9.5% | -2.0% | +11.5% | +9.7% |
| 3M | +10.6% | +18.4% | -7.8% | +6.1% |
| 6M | +24.0% | +8.9% | +15.2% | +20.4% |
| YTD | +54.0% | -8.9% | +62.9% | +54.5% |
| 1Y | +45.3% | -15.9% | +61.2% | +48.1% |
| 3Y | +21.8% | -1.1% | +22.8% | +14.1% |
| 5Y | +66.8% | -35.2% | +102.0% | +75.5% |
| All | +171.1% | +147.2% | +23.9% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling