+45.6%
DE vs ADM
+44.2%
+1.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.4% | +3.0% | -5.4% | -3.1% |
| 30D | +9.7% | +8.7% | +1.0% | +7.5% |
| 3M | +21.4% | +7.6% | +13.8% | +19.2% |
| 6M | +15.0% | +26.9% | -11.9% | +7.3% |
| YTD | +46.4% | +54.3% | -7.9% | +32.8% |
| 1Y | +45.6% | +45.7% | 0.0% | +31.9% |
| All | +45.6% | +44.2% | +1.4% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling