+10.3%
ADM vs DRI
+68.2%
-57.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.4% | +2.7% |
| 7D | +4.2% | +1.1% | +3.1% | +4.1% |
| 30D | -12.8% | +9.7% | -22.5% | -13.6% |
| 3M | -8.5% | +3.2% | -11.6% | -8.8% |
| 6M | -10.9% | +20.6% | -31.5% | -13.0% |
| YTD | +29.4% | +28.3% | +1.2% | +24.1% |
| 1Y | +27.5% | +34.5% | -7.0% | +21.1% |
| 3Y | +10.3% | +66.5% | -56.2% | +0.3% |
| All | +10.3% | +68.2% | -57.9% | +0.3% |
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 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