+246.2%
DIA vs ADM
+158.6%
+87.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +0.1% | -0.1% | +0.1% | +0.1% |
| 30D | -2.1% | +11.0% | -13.1% | -5.6% |
| 3M | +4.2% | +6.0% | -1.8% | +1.7% |
| 6M | +11.9% | +26.9% | -15.0% | +2.1% |
| YTD | +10.8% | +50.0% | -39.2% | -4.9% |
| 1Y | +17.5% | +39.6% | -22.1% | +3.0% |
| 3Y | +59.9% | +18.5% | +41.4% | +45.1% |
| 5Y | +64.1% | +62.6% | +1.6% | +22.1% |
| 10Y | +246.2% | +162.4% | +83.8% | +89.6% |
| All | +246.2% | +158.6% | +87.6% | +89.6% |
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