+883.5%
ADM vs DGX
+8,631.6%
-7,748.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +0.8% |
| 7D | +3.0% | -3.5% | +6.4% | +3.8% |
| 30D | +8.7% | -2.7% | +11.4% | +9.3% |
| 3M | +7.6% | +13.9% | -6.3% | +4.1% |
| 6M | +26.9% | +16.0% | +10.9% | +22.0% |
| YTD | +54.3% | +34.9% | +19.4% | +43.0% |
| 1Y | +45.7% | +30.6% | +15.1% | +35.9% |
| 3Y | +21.9% | +93.0% | -71.1% | +3.2% |
| 5Y | +67.2% | +64.4% | +2.7% | +45.6% |
| 10Y | +177.7% | +248.1% | -70.4% | +100.3% |
| All | +883.5% | +8,631.6% | -7,748.0% | +365.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling