+40.6%
ADM vs DTE
+3.0%
+37.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +3.8% | +0.2% | +3.6% | +3.7% |
| 30D | +9.8% | -2.6% | +12.3% | +10.2% |
| 3M | +2.1% | -3.9% | +6.0% | +2.8% |
| 6M | +27.5% | -7.9% | +35.4% | +29.7% |
| YTD | +50.2% | +7.2% | +43.0% | +44.0% |
| 1Y | +40.6% | +3.1% | +37.5% | +39.0% |
| All | +40.6% | +3.0% | +37.6% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling