+25.1%
ADM vs DG
-33.5%
+58.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.4% |
| 7D | -9.0% | +1.1% | -10.1% | -9.1% |
| 30D | -14.0% | +9.5% | -23.5% | -14.8% |
| 3M | -9.2% | +5.5% | -14.6% | -9.8% |
| 6M | -9.2% | +16.1% | -25.2% | -10.9% |
| YTD | +24.2% | +2.7% | +21.5% | +23.4% |
| 1Y | +27.0% | +42.1% | -15.1% | +20.9% |
| 3Y | +6.6% | +19.3% | -12.6% | +0.6% |
| All | +25.1% | -33.5% | +58.6% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling