+62.6%
ADM vs DG
-37.3%
+99.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.3% |
| 7D | -0.1% | -2.5% | +2.4% | +0.2% |
| 30D | +11.0% | +1.0% | +10.0% | +10.8% |
| 3M | +6.0% | +20.3% | -14.3% | +3.7% |
| 6M | +26.9% | -11.7% | +38.7% | +28.5% |
| YTD | +50.0% | -2.3% | +52.3% | +49.9% |
| 1Y | +39.6% | +20.0% | +19.6% | +35.5% |
| 3Y | +18.5% | +7.2% | +11.3% | +13.5% |
| 5Y | +62.6% | -37.9% | +100.5% | +76.0% |
| All | +62.6% | -37.3% | +99.8% | +76.0% |
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