+1,292.1%
ADM vs DAR
+1,762.6%
-470.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.3% |
| 7D | +3.8% | +1.4% | +2.4% | +3.7% |
| 30D | +9.8% | +12.8% | -3.0% | +8.7% |
| 3M | +2.1% | +7.4% | -5.2% | +1.5% |
| 6M | +27.5% | +22.3% | +5.2% | +25.5% |
| YTD | +50.2% | +81.1% | -30.9% | +43.4% |
| 1Y | +40.6% | +106.5% | -65.9% | +32.7% |
| 3Y | +17.2% | +5.3% | +11.9% | +15.5% |
| 5Y | +61.9% | -11.5% | +73.4% | +60.8% |
| 10Y | +159.3% | +353.3% | -194.1% | +131.6% |
| All | +1,292.1% | +1,762.6% | -470.4% | +1,002.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling