-98.3%
DFNS vs ADM
+40.7%
-139.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +1.0% |
| 7D | -16.0% | +3.8% | -19.8% | -10.6% |
| 30D | -77.7% | +9.8% | -87.4% | -75.1% |
| 3M | -77.2% | +2.1% | -79.3% | -77.3% |
| 6M | -95.2% | +27.5% | -122.7% | -95.6% |
| YTD | -98.0% | +50.2% | -148.2% | -98.2% |
| 1Y | -98.3% | +40.6% | -138.9% | -98.4% |
| All | -98.3% | +40.7% | -139.0% | -98.4% |
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