+1,908.9%
ADM vs DINO
+19,474.2%
-17,565.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +3.8% | +5.7% | -2.0% | +2.6% |
| 30D | +9.8% | +27.8% | -18.1% | +4.3% |
| 3M | +2.1% | +45.6% | -43.5% | -5.6% |
| 6M | +27.5% | +88.5% | -61.0% | +11.6% |
| YTD | +50.2% | +134.1% | -83.9% | +25.3% |
| 1Y | +40.6% | +111.1% | -70.5% | +19.6% |
| 3Y | +17.2% | +109.1% | -91.9% | -1.8% |
| 5Y | +61.9% | +307.2% | -245.3% | +16.1% |
| 10Y | +159.3% | +495.9% | -336.7% | +58.0% |
| All | +1,908.9% | +19,474.2% | -17,565.3% | +685.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling