+176.6%
ADM vs DD
+64.9%
+111.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +3.3% |
| 7D | +1.4% | -3.8% | +5.1% | +2.7% |
| 30D | +8.2% | -9.2% | +17.4% | +11.8% |
| 3M | +8.7% | -9.0% | +17.7% | +11.8% |
| 6M | +29.1% | -5.0% | +34.0% | +30.1% |
| YTD | +53.7% | +7.4% | +46.3% | +47.5% |
| 1Y | +43.2% | +35.1% | +8.1% | +25.4% |
| 3Y | +21.4% | +43.2% | -21.8% | +0.8% |
| 5Y | +67.1% | +59.6% | +7.5% | +29.0% |
| 10Y | +176.6% | +66.5% | +110.1% | +81.7% |
| All | +176.6% | +64.9% | +111.6% | +81.7% |
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