+67.2%
ADM vs DGX
+59.5%
+7.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +0.9% |
| 7D | +3.0% | -3.5% | +6.4% | +3.9% |
| 30D | +8.7% | -2.7% | +11.4% | +9.4% |
| 3M | +7.6% | +13.9% | -6.3% | +3.6% |
| 6M | +26.9% | +16.0% | +10.9% | +21.3% |
| YTD | +54.3% | +34.9% | +19.4% | +40.8% |
| 1Y | +45.7% | +30.6% | +15.1% | +34.0% |
| 3Y | +21.9% | +93.0% | -71.1% | -0.2% |
| 5Y | +67.2% | +64.4% | +2.7% | +38.8% |
| All | +67.2% | +59.5% | +7.7% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling