+1,908.9%
ADM vs DOC
+2,974.4%
-1,065.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | +3.8% | -1.5% | +5.2% | +4.2% |
| 30D | +9.8% | -4.8% | +14.5% | +11.1% |
| 3M | +2.1% | +6.9% | -4.8% | 0.0% |
| 6M | +27.5% | +20.7% | +6.8% | +19.5% |
| YTD | +50.2% | +34.1% | +16.1% | +36.3% |
| 1Y | +40.6% | +22.6% | +17.9% | +30.7% |
| 3Y | +17.2% | +20.8% | -3.6% | +8.0% |
| 5Y | +61.9% | -24.9% | +86.8% | +69.1% |
| 10Y | +159.3% | -1.8% | +161.1% | +140.1% |
| All | +1,908.9% | +2,974.4% | -1,065.5% | +770.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling