-41.2%
RIG vs ADM
+178.5%
-219.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.7% |
| 7D | -4.2% | +3.0% | -7.2% | -6.7% |
| 30D | -0.7% | +8.7% | -9.4% | -8.1% |
| 3M | -4.0% | +7.6% | -11.6% | -10.5% |
| 6M | -6.3% | +26.9% | -33.2% | -25.6% |
| YTD | +39.7% | +54.3% | -14.6% | -7.5% |
| 1Y | +78.1% | +45.7% | +32.4% | +23.4% |
| 3Y | -29.5% | +21.9% | -51.4% | -45.7% |
| 5Y | +65.3% | +67.2% | -1.8% | -12.5% |
| All | -41.2% | +178.5% | -219.6% | -80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling