+132.6%
ADM vs TRU
+238.0%
-105.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +1.5% |
| 7D | +3.8% | -6.8% | +10.5% | +5.2% |
| 30D | +9.8% | 0.0% | +9.7% | +9.5% |
| 3M | +2.1% | +13.3% | -11.2% | -1.2% |
| 6M | +27.5% | +3.4% | +24.1% | +25.1% |
| YTD | +50.2% | -6.4% | +56.6% | +49.9% |
| 1Y | +40.6% | -9.7% | +50.3% | +40.9% |
| 3Y | +17.2% | +0.1% | +17.1% | +9.4% |
| 5Y | +61.9% | -34.0% | +95.9% | +68.9% |
| 10Y | +159.3% | +147.9% | +11.4% | +74.4% |
| All | +132.6% | +238.0% | -105.4% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling