+78.1%
RIG vs ADM
+44.2%
+33.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.8% |
| 7D | -4.2% | +3.0% | -7.2% | -5.9% |
| 30D | -0.7% | +8.7% | -9.4% | -5.8% |
| 3M | -4.0% | +7.6% | -11.6% | -8.8% |
| 6M | -6.3% | +26.9% | -33.2% | -20.6% |
| YTD | +39.7% | +54.3% | -14.6% | +6.1% |
| 1Y | +78.1% | +45.7% | +32.4% | +42.2% |
| All | +78.1% | +44.2% | +33.9% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling