+7.4%
ADM vs TRU
+57.8%
-50.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +0.7% | -2.2% | +2.9% | +0.9% |
| 30D | -14.7% | +20.2% | -34.9% | -15.8% |
| 3M | -10.4% | +2.2% | -12.7% | -10.7% |
| 6M | -10.9% | +17.6% | -28.5% | -12.4% |
| YTD | +26.0% | -5.0% | +30.9% | +26.2% |
| 1Y | +26.5% | -1.0% | +27.4% | +25.9% |
| All | +7.4% | +57.8% | -50.3% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling