-100.0%
DFNS vs ADM
+104.0%
-204.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.1% |
| 7D | -42.8% | -7.8% | -35.0% | -44.9% |
| 30D | -67.6% | -12.6% | -55.0% | -69.5% |
| 3M | -94.9% | -8.2% | -86.6% | -95.1% |
| 6M | -96.7% | -8.9% | -87.8% | -96.9% |
| YTD | -99.6% | +24.0% | -123.6% | -99.6% |
| 1Y | -99.7% | +26.2% | -125.9% | -99.7% |
| 3Y | -100.0% | +7.0% | -107.0% | -100.0% |
| 5Y | -100.0% | +24.9% | -124.8% | -100.0% |
| All | -100.0% | +104.0% | -204.0% | -100.0% |
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