-99.9%
DFNS vs ADM
+146.9%
-246.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.8% | -0.1% | +0.9% | +0.9% |
| 30D | -73.2% | +11.0% | -84.3% | -71.9% |
| 3M | -72.4% | +6.0% | -78.5% | -71.8% |
| 6M | -95.2% | +26.9% | -122.1% | -94.9% |
| YTD | -98.0% | +50.0% | -148.0% | -97.7% |
| 1Y | -98.3% | +39.6% | -137.9% | -98.1% |
| 3Y | -99.9% | +18.5% | -118.4% | -99.8% |
| 5Y | -99.9% | +62.6% | -162.4% | -99.8% |
| All | -99.9% | +146.9% | -246.7% | -99.8% |
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