-98.3%
DFNS vs ADM
+38.4%
-136.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -1.0% |
| 7D | +0.8% | -0.1% | +0.9% | +1.0% |
| 30D | -73.2% | +11.0% | -84.3% | -69.4% |
| 3M | -72.4% | +6.0% | -78.5% | -73.0% |
| 6M | -95.2% | +26.9% | -122.1% | -95.6% |
| YTD | -98.0% | +50.0% | -148.0% | -98.3% |
| 1Y | -98.3% | +39.6% | -137.9% | -98.4% |
| All | -98.3% | +38.4% | -136.7% | -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