+171.1%
ADM vs DINO
+492.4%
-321.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.5% | +2.3% | +0.2% | +2.0% |
| 30D | +9.5% | +22.6% | -13.2% | +4.4% |
| 3M | +10.6% | +55.2% | -44.6% | 0.0% |
| 6M | +24.0% | +93.8% | -69.7% | +6.4% |
| YTD | +54.0% | +139.5% | -85.6% | +25.3% |
| 1Y | +45.3% | +115.3% | -70.0% | +20.9% |
| 3Y | +21.8% | +98.8% | -77.0% | +0.9% |
| 5Y | +66.8% | +333.5% | -266.7% | +14.8% |
| All | +171.1% | +492.4% | -321.3% | +77.0% |
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