+54,893.9%
DHR vs ADM
+1,908.9%
+52,985.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -3.9% | +3.8% | -7.7% | -4.8% |
| 30D | +4.0% | +9.8% | -5.7% | +1.5% |
| 3M | +11.5% | +2.1% | +9.4% | +10.5% |
| 6M | +1.9% | +27.5% | -25.6% | -4.9% |
| YTD | -8.9% | +50.2% | -59.1% | -18.4% |
| 1Y | +5.1% | +40.6% | -35.5% | -4.6% |
| 3Y | -10.3% | +17.2% | -27.5% | -16.6% |
| 5Y | -27.8% | +61.9% | -89.7% | -38.8% |
| 10Y | +203.6% | +159.3% | +44.4% | +122.5% |
| All | +54,893.9% | +1,908.9% | +52,985.0% | +22,562.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling