+21.8%
ADM vs DGX
+96.4%
-74.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | +2.5% | -0.9% | +3.4% | +2.7% |
| 30D | +9.5% | -1.2% | +10.6% | +9.7% |
| 3M | +10.6% | +15.8% | -5.2% | +6.1% |
| 6M | +24.0% | +18.2% | +5.9% | +18.1% |
| YTD | +54.0% | +37.2% | +16.8% | +39.3% |
| 1Y | +45.3% | +30.4% | +15.0% | +33.5% |
| 3Y | +21.8% | +96.7% | -75.0% | -2.1% |
| All | +21.8% | +96.4% | -74.7% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling