+106.0%
ADM vs DD
+100.9%
+5.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | -1.8% | +2.2% | -4.1% | -2.7% |
| 30D | -13.3% | +20.7% | -33.9% | -19.2% |
| 3M | -13.4% | +11.3% | -24.7% | -17.1% |
| 6M | -9.6% | +6.0% | -15.6% | -12.4% |
| YTD | +23.0% | +31.7% | -8.7% | +9.4% |
| 1Y | +27.4% | +32.2% | -4.9% | +13.0% |
| 3Y | +5.7% | +92.7% | -87.0% | -21.6% |
| 5Y | +22.1% | +72.1% | -50.0% | -7.7% |
| 10Y | +106.0% | +99.7% | +6.3% | +22.1% |
| All | +106.0% | +100.9% | +5.0% | +22.1% |
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