+126.6%
ADM vs DD
+97.1%
+29.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | +4.2% | +5.0% | -0.8% | +2.4% |
| 30D | -12.8% | +19.7% | -32.5% | -18.6% |
| 3M | -8.5% | +7.2% | -15.7% | -11.3% |
| 6M | -10.9% | +1.0% | -11.9% | -12.2% |
| YTD | +29.4% | +29.1% | +0.3% | +15.9% |
| 1Y | +27.5% | +28.5% | -0.9% | +14.3% |
| 3Y | +10.3% | +89.4% | -79.1% | -17.7% |
| 5Y | +27.4% | +67.1% | -39.8% | -2.6% |
| All | +126.6% | +97.1% | +29.5% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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