+120.6%
ADM vs DINO
+449.3%
-328.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.1% |
| 7D | +0.7% | +5.0% | -4.3% | -0.4% |
| 30D | -14.7% | -19.9% | +5.2% | -10.5% |
| 3M | -10.4% | +16.8% | -27.2% | -14.0% |
| 6M | -10.9% | +44.8% | -55.8% | -18.9% |
| YTD | +26.0% | +128.0% | -102.1% | +2.7% |
| 1Y | +26.5% | +95.0% | -68.5% | +6.8% |
| 3Y | +8.2% | +115.4% | -107.1% | -12.6% |
| 5Y | +24.0% | +252.6% | -228.6% | -12.0% |
| All | +120.6% | +449.3% | -328.7% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 10y: compounded portfolio wealth divided by compounded DINO 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…
10y analysis · Full analysis span regression · 6 months rolling