+28.8%
ADM vs DOC
+21.7%
+7.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -7.5% | +6.2% | -13.7% | -7.3% |
| 30D | -14.3% | +6.5% | -20.7% | -14.1% |
| 3M | -8.6% | -6.2% | -2.4% | -8.7% |
| 6M | -9.9% | +25.6% | -35.4% | -9.2% |
| YTD | +25.1% | +32.1% | -7.0% | +21.4% |
| 1Y | +28.8% | +20.3% | +8.6% | +32.6% |
| All | +28.8% | +21.7% | +7.1% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling