+57.5%
DIA vs ADM
+6.1%
+51.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.9% | -9.0% | +8.1% | -0.1% |
| 30D | +0.3% | -14.0% | +14.2% | +1.5% |
| 3M | -4.5% | -9.2% | +4.6% | -3.9% |
| 6M | +3.4% | -9.2% | +12.5% | +3.9% |
| YTD | +7.8% | +24.2% | -16.4% | +4.3% |
| 1Y | +10.7% | +27.0% | -16.2% | +6.8% |
| 3Y | +57.5% | +6.6% | +50.9% | +50.1% |
| All | +57.5% | +6.1% | +51.4% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling