+106.0%
ADM vs D
+44.7%
+61.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.8% | +2.4% | -4.2% | -2.8% |
| 30D | -13.3% | +10.9% | -24.2% | -16.8% |
| 3M | -13.4% | +2.8% | -16.2% | -14.4% |
| 6M | -9.6% | +12.7% | -22.3% | -14.3% |
| YTD | +23.0% | +20.3% | +2.7% | +13.3% |
| 1Y | +27.4% | +17.1% | +10.2% | +18.6% |
| 3Y | +5.7% | +75.1% | -69.5% | -18.0% |
| 5Y | +22.1% | +13.1% | +8.9% | +13.3% |
| 10Y | +106.0% | +48.3% | +57.7% | +79.8% |
| All | +106.0% | +44.7% | +61.2% | +79.8% |
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