+932.8%
ADM vs DRI
+7,978.2%
-7,045.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -9.0% | +2.8% | -11.8% | -9.6% |
| 30D | -14.0% | +13.3% | -27.2% | -16.3% |
| 3M | -9.2% | +8.2% | -17.3% | -10.9% |
| 6M | -9.2% | +17.5% | -26.7% | -12.9% |
| YTD | +24.2% | +26.9% | -2.7% | +16.6% |
| 1Y | +27.0% | +31.6% | -4.6% | +18.1% |
| 3Y | +6.6% | +67.0% | -60.3% | -7.1% |
| 5Y | +25.0% | +72.9% | -47.9% | +6.6% |
| 10Y | +100.2% | +371.3% | -271.1% | +27.4% |
| All | +932.8% | +7,978.2% | -7,045.3% | +289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling