+98.2%
DE vs ADM
+67.1%
+31.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.4% |
| 7D | -3.0% | +1.4% | -4.4% | -3.5% |
| 30D | +11.1% | +8.2% | +2.9% | +7.8% |
| 3M | +17.6% | +8.7% | +8.9% | +13.5% |
| 6M | +13.6% | +29.1% | -15.5% | +2.0% |
| YTD | +46.3% | +53.7% | -7.4% | +22.9% |
| 1Y | +44.2% | +43.2% | +0.9% | +23.8% |
| 3Y | +76.6% | +21.4% | +55.2% | +60.2% |
| 5Y | +98.2% | +67.1% | +31.1% | +52.2% |
| All | +98.2% | +67.1% | +31.1% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling