+126.6%
ADM vs TRU
+183.1%
-56.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | -12.8% | +21.3% | -34.1% | -16.4% |
| 3M | -8.5% | +0.2% | -8.7% | -9.0% |
| 6M | -10.9% | +22.4% | -33.3% | -15.5% |
| YTD | +29.4% | -4.8% | +34.3% | +28.3% |
| 1Y | +27.5% | -0.2% | +27.7% | +24.9% |
| 3Y | +10.3% | +57.9% | -47.6% | -8.5% |
| 5Y | +27.4% | -26.1% | +53.5% | +28.4% |
| All | +126.6% | +183.1% | -56.5% | +75.0% |
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