+27.5%
ADM vs DG
-13.1%
+40.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.5% |
| 7D | +3.8% | +8.4% | -4.6% | +5.3% |
| 30D | +9.8% | +4.9% | +4.8% | +10.8% |
| 3M | +2.1% | +29.3% | -27.2% | +6.6% |
| 6M | +27.5% | -11.3% | +38.8% | +22.9% |
| All | +27.5% | -13.1% | +40.7% | +22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling