+102.6%
ADM vs DAR
+288.2%
-185.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -1.8% |
| 7D | -7.8% | -2.8% | -5.1% | -7.0% |
| 30D | -12.6% | -12.8% | +0.2% | -8.4% |
| 3M | -8.2% | -11.6% | +3.3% | -4.4% |
| 6M | -8.9% | -16.8% | +7.9% | -3.2% |
| YTD | +24.0% | +45.9% | -21.9% | +8.4% |
| 1Y | +26.2% | +61.5% | -35.3% | +6.4% |
| 3Y | +7.0% | +23.0% | -16.0% | -5.5% |
| 5Y | +24.9% | -35.8% | +60.7% | +34.6% |
| 10Y | +102.6% | +280.4% | -177.7% | +7.2% |
| All | +102.6% | +288.2% | -185.6% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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