+162.4%
ADM vs DRI
+350.3%
-187.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | -0.1% | -1.2% | +1.2% | +0.2% |
| 30D | +11.0% | -0.4% | +11.4% | +11.0% |
| 3M | +6.0% | +9.5% | -3.5% | +3.4% |
| 6M | +26.9% | +6.5% | +20.5% | +24.2% |
| YTD | +50.0% | +18.4% | +31.6% | +42.7% |
| 1Y | +39.6% | +4.2% | +35.4% | +36.6% |
| 3Y | +18.5% | +57.1% | -38.5% | +3.7% |
| 5Y | +62.6% | +70.4% | -7.9% | +37.3% |
| 10Y | +162.4% | +354.0% | -191.6% | +79.3% |
| All | +162.4% | +350.3% | -187.9% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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