+1,554.1%
ADM vs DHI
+12,289.5%
-10,735.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.8% |
| 7D | +3.0% | -6.1% | +9.1% | +3.9% |
| 30D | +8.7% | -10.1% | +18.8% | +10.3% |
| 3M | +7.6% | -7.3% | +14.9% | +8.4% |
| 6M | +26.9% | -6.1% | +33.0% | +27.2% |
| YTD | +54.3% | -5.0% | +59.3% | +54.2% |
| 1Y | +45.7% | -22.1% | +67.8% | +49.7% |
| 3Y | +21.9% | +19.2% | +2.7% | +15.6% |
| 5Y | +67.2% | +59.4% | +7.7% | +48.8% |
| 10Y | +177.7% | +401.8% | -224.1% | +102.7% |
| All | +1,554.1% | +12,289.5% | -10,735.3% | +744.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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