+18.5%
ADM vs DINO
+106.4%
-87.9%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.8% |
| 7D | -0.1% | +4.2% | -4.2% | -1.1% |
| 30D | +11.0% | +33.9% | -22.8% | +2.8% |
| 3M | +6.0% | +50.5% | -44.5% | -5.0% |
| 6M | +26.9% | +95.2% | -68.2% | +6.1% |
| YTD | +50.0% | +140.6% | -90.5% | +18.0% |
| 1Y | +39.6% | +119.0% | -79.4% | +12.3% |
| 3Y | +18.5% | +100.4% | -81.8% | -7.8% |
| All | +18.5% | +106.4% | -87.9% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling