+1,908.9%
ADM vs DD
+961.9%
+947.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +3.8% | -3.5% | +7.3% | +4.9% |
| 30D | +9.8% | -10.3% | +20.1% | +13.5% |
| 3M | +2.1% | -7.5% | +9.7% | +4.3% |
| 6M | +27.5% | -8.0% | +35.5% | +29.9% |
| YTD | +50.2% | +10.5% | +39.7% | +43.8% |
| 1Y | +40.6% | +38.3% | +2.3% | +24.4% |
| 3Y | +17.2% | +42.5% | -25.3% | +0.2% |
| 5Y | +61.9% | +60.2% | +1.7% | +30.8% |
| 10Y | +159.3% | +68.9% | +90.4% | +95.1% |
| All | +1,908.9% | +961.9% | +947.0% | +676.0% |
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