+55.6%
RGTI vs ADM
+65.6%
-10.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.1% | +3.0% | -3.1% | -0.6% |
| 30D | -16.2% | +8.7% | -24.9% | -17.5% |
| 3M | -22.0% | +7.6% | -29.6% | -23.2% |
| 6M | -10.8% | +26.9% | -37.6% | -15.2% |
| YTD | -31.6% | +54.3% | -85.8% | -37.8% |
| 1Y | -6.4% | +45.7% | -52.0% | -13.9% |
| 3Y | +665.7% | +21.9% | +643.7% | +635.9% |
| All | +55.6% | +65.6% | -10.0% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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