+6.6%
ADM vs DRI
+66.4%
-59.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -9.0% | +2.8% | -11.8% | -9.3% |
| 30D | -14.0% | +13.3% | -27.2% | -14.9% |
| 3M | -9.2% | +8.2% | -17.3% | -10.0% |
| 6M | -9.2% | +17.5% | -26.7% | -11.0% |
| YTD | +24.2% | +26.9% | -2.7% | +19.2% |
| 1Y | +27.0% | +31.6% | -4.6% | +20.9% |
| 3Y | +6.6% | +67.0% | -60.3% | -4.2% |
| All | +6.6% | +66.4% | -59.8% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling