+135.7%
ADM vs DOCU
+80.0%
+55.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.1% |
| 7D | +3.8% | +6.9% | -3.1% | +3.5% |
| 30D | +9.8% | +19.0% | -9.2% | +8.9% |
| 3M | +2.1% | +34.3% | -32.2% | +0.7% |
| 6M | +27.5% | +48.0% | -20.5% | +25.0% |
| YTD | +50.2% | 0.0% | +50.2% | +49.7% |
| 1Y | +40.6% | -10.3% | +50.9% | +40.7% |
| 3Y | +17.2% | +32.4% | -15.2% | +13.7% |
| 5Y | +61.9% | -77.9% | +139.8% | +66.9% |
| All | +135.7% | +80.0% | +55.7% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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