+38.2%
RIG vs ADM
+29.6%
+8.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +2.3% |
| 7D | +5.7% | +4.2% | +1.5% | +2.9% |
| 30D | -0.7% | -12.8% | +12.1% | +8.5% |
| 3M | -3.1% | -8.5% | +5.3% | +2.4% |
| 6M | -16.3% | -10.9% | -5.4% | -10.6% |
| YTD | +34.1% | +29.4% | +4.7% | +10.5% |
| 1Y | +38.2% | +27.5% | +10.6% | +15.8% |
| All | +38.2% | +29.6% | +8.5% | +15.8% |
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