+176.6%
ADM vs DG
+102.6%
+74.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +2.8% |
| 7D | +1.4% | -4.8% | +6.2% | +2.1% |
| 30D | +8.2% | +1.8% | +6.5% | +7.8% |
| 3M | +8.7% | +14.5% | -5.8% | +5.9% |
| 6M | +29.1% | -13.6% | +42.6% | +31.5% |
| YTD | +53.7% | -4.8% | +58.5% | +53.7% |
| 1Y | +43.2% | +21.6% | +21.7% | +36.4% |
| 3Y | +21.4% | +4.5% | +16.9% | +14.6% |
| 5Y | +67.1% | -38.5% | +105.6% | +77.3% |
| 10Y | +176.6% | +102.2% | +74.4% | +135.7% |
| All | +176.6% | +102.6% | +74.0% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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