+1,081.8%
DIA vs ADM
+638.3%
+443.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -0.9% | -9.0% | +8.1% | +1.8% |
| 30D | +0.3% | -14.0% | +14.2% | +4.7% |
| 3M | -4.5% | -9.2% | +4.6% | -2.2% |
| 6M | +3.4% | -9.2% | +12.5% | +5.5% |
| YTD | +7.8% | +24.2% | -16.4% | -0.5% |
| 1Y | +10.7% | +27.0% | -16.2% | +1.4% |
| 3Y | +57.5% | +6.6% | +50.9% | +47.3% |
| 5Y | +53.7% | +25.0% | +28.8% | +34.2% |
| 10Y | +247.2% | +100.2% | +146.9% | +156.0% |
| All | +1,081.8% | +638.3% | +443.4% | +419.7% |
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