+1,581.9%
ADM vs DOC
+2,934.4%
-1,352.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.5% |
| 7D | -8.3% | +8.7% | -17.0% | -10.4% |
| 30D | -14.1% | +7.6% | -21.7% | -16.0% |
| 3M | -10.7% | -5.3% | -5.5% | -9.7% |
| 6M | -5.9% | +27.6% | -33.5% | -13.2% |
| YTD | +25.8% | +32.4% | -6.6% | +14.3% |
| 1Y | +21.3% | +22.9% | -1.6% | +12.6% |
| 3Y | +7.4% | +43.1% | -35.7% | -5.7% |
| 5Y | +27.0% | -21.4% | +48.4% | +30.8% |
| 10Y | +102.7% | +16.8% | +85.9% | +79.1% |
| All | +1,581.9% | +2,934.4% | -1,352.4% | +630.3% |
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