+854.6%
DE vs ADM
+178.5%
+676.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -2.4% | +3.0% | -5.4% | -3.9% |
| 30D | +9.7% | +8.7% | +1.0% | +4.9% |
| 3M | +21.4% | +7.6% | +13.8% | +16.2% |
| 6M | +15.0% | +26.9% | -11.9% | +0.3% |
| YTD | +46.4% | +54.3% | -7.9% | +15.1% |
| 1Y | +45.6% | +45.7% | 0.0% | +17.0% |
| 3Y | +76.8% | +21.9% | +54.9% | +50.7% |
| 5Y | +99.4% | +67.2% | +32.3% | +33.5% |
| All | +854.6% | +178.5% | +676.1% | +352.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling