+67.1%
ADM vs TRU
-36.4%
+103.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +1.4% | -6.5% | +7.9% | +2.0% |
| 30D | +8.2% | -2.5% | +10.7% | +8.4% |
| 3M | +8.7% | +10.4% | -1.7% | +7.2% |
| 6M | +29.1% | +1.6% | +27.4% | +28.2% |
| YTD | +53.7% | -9.7% | +63.4% | +54.4% |
| 1Y | +43.2% | -17.3% | +60.5% | +45.3% |
| 3Y | +21.4% | -1.8% | +23.2% | +17.8% |
| 5Y | +67.1% | -36.2% | +103.3% | +70.2% |
| All | +67.1% | -36.4% | +103.5% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling