+1,561.3%
ADM vs DD
+1,082.4%
+478.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -9.0% | +4.6% | -13.6% | -10.7% |
| 30D | -14.0% | +11.8% | -25.8% | -17.4% |
| 3M | -9.2% | +2.2% | -11.3% | -10.4% |
| 6M | -9.2% | -1.6% | -7.5% | -9.7% |
| YTD | +24.2% | +23.0% | +1.2% | +14.3% |
| 1Y | +27.0% | +26.9% | 0.0% | +15.6% |
| 3Y | +6.6% | +77.9% | -71.3% | -15.5% |
| 5Y | +25.0% | +59.9% | -34.9% | +0.8% |
| 10Y | +100.2% | +90.1% | +10.2% | +44.4% |
| All | +1,561.3% | +1,082.4% | +478.9% | +516.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling