+22.0%
ADM vs DTE
+45.3%
-23.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | +3.0% | -2.0% | +5.0% | +3.7% |
| 30D | +8.7% | -2.4% | +11.1% | +9.6% |
| 3M | +7.6% | -7.3% | +14.9% | +10.2% |
| 6M | +26.9% | -7.6% | +34.5% | +29.8% |
| YTD | +54.3% | +5.8% | +48.5% | +49.4% |
| 1Y | +45.7% | +2.3% | +43.3% | +42.8% |
| All | +22.0% | +45.3% | -23.3% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling