+18.5%
ADM vs DD
+47.1%
-28.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | +11.0% | -7.4% | +18.4% | +12.7% |
| 3M | +6.0% | -6.4% | +12.4% | +7.2% |
| 6M | +26.9% | -2.5% | +29.4% | +26.7% |
| YTD | +50.0% | +10.2% | +39.8% | +45.4% |
| 1Y | +39.6% | +36.9% | +2.7% | +28.0% |
| 3Y | +18.5% | +47.0% | -28.5% | +3.4% |
| All | +18.5% | +47.1% | -28.6% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling