+1,561.3%
ADM vs D
+2,450.0%
-888.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | -9.0% | +3.0% | -12.0% | -10.3% |
| 30D | -14.0% | +11.5% | -25.5% | -18.2% |
| 3M | -9.2% | +3.7% | -12.9% | -10.8% |
| 6M | -9.2% | +13.5% | -22.7% | -14.9% |
| YTD | +24.2% | +20.7% | +3.5% | +12.9% |
| 1Y | +27.0% | +18.2% | +8.7% | +16.4% |
| 3Y | +6.6% | +73.3% | -66.7% | -19.7% |
| 5Y | +25.0% | +12.3% | +12.7% | +13.7% |
| 10Y | +100.2% | +43.4% | +56.9% | +55.0% |
| All | +1,561.3% | +2,450.0% | -888.7% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling