-27.8%
DHR vs ADM
+63.2%
-90.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -0.8% | -0.1% | -0.8% | -0.8% |
| 30D | +0.2% | +11.0% | -10.8% | -2.0% |
| 3M | +12.1% | +6.0% | +6.1% | +10.3% |
| 6M | +5.4% | +26.9% | -21.5% | -0.7% |
| YTD | -10.0% | +50.0% | -60.0% | -18.5% |
| 1Y | +4.1% | +39.6% | -35.5% | -4.4% |
| 3Y | -5.2% | +18.5% | -23.7% | -11.3% |
| All | -27.8% | +63.2% | -90.9% | -29.9% |
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