+43.2%
ADM vs DD
+33.7%
+9.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +2.7% |
| 7D | +1.4% | -3.8% | +5.1% | +1.7% |
| 30D | +8.2% | -9.2% | +17.4% | +9.2% |
| 3M | +8.7% | -9.0% | +17.7% | +9.7% |
| 6M | +29.1% | -5.0% | +34.0% | +28.7% |
| YTD | +53.7% | +7.4% | +46.3% | +52.8% |
| 1Y | +43.2% | +35.1% | +8.1% | +42.5% |
| All | +43.2% | +33.7% | +9.6% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling