+244.3%
ADM vs DG
+632.1%
-387.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +0.1% | -3.0% | +3.1% | +0.6% |
| 30D | -11.8% | +8.6% | -20.4% | -13.1% |
| 3M | -11.3% | +15.0% | -26.3% | -13.6% |
| 6M | -10.0% | +32.7% | -42.7% | -14.8% |
| YTD | +25.9% | +5.5% | +20.4% | +23.5% |
| 1Y | +26.7% | +34.6% | -7.9% | +18.5% |
| 3Y | +8.1% | +24.2% | -16.1% | -1.1% |
| 5Y | +23.5% | -32.3% | +55.8% | +26.7% |
| 10Y | +128.2% | +111.1% | +17.1% | +84.9% |
| All | +244.3% | +632.1% | -387.9% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling