+101.1%
ADM vs DOC
+14.9%
+86.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -7.5% | +6.2% | -13.7% | -9.2% |
| 30D | -14.3% | +6.5% | -20.7% | -16.0% |
| 3M | -8.6% | -6.2% | -2.4% | -7.1% |
| 6M | -9.9% | +25.6% | -35.4% | -17.2% |
| YTD | +25.1% | +32.1% | -7.0% | +12.4% |
| 1Y | +28.8% | +20.3% | +8.6% | +19.5% |
| 3Y | +6.9% | +42.7% | -35.9% | -8.0% |
| 5Y | +25.9% | -22.2% | +48.0% | +31.8% |
| All | +101.1% | +14.9% | +86.2% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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