+102.6%
ADM vs D
+42.1%
+60.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -7.8% | +0.8% | -8.6% | -8.1% |
| 30D | -12.6% | +10.7% | -23.3% | -16.1% |
| 3M | -8.2% | +2.3% | -10.5% | -9.2% |
| 6M | -8.9% | +12.5% | -21.4% | -13.6% |
| YTD | +24.0% | +20.1% | +3.9% | +14.3% |
| 1Y | +26.2% | +15.6% | +10.6% | +18.1% |
| 3Y | +7.0% | +75.2% | -68.2% | -17.0% |
| 5Y | +24.9% | +14.6% | +10.3% | +15.2% |
| 10Y | +102.6% | +43.8% | +58.9% | +73.8% |
| All | +102.6% | +42.1% | +60.5% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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