+1,103.7%
DIA vs ADM
+631.3%
+472.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +0.9% | -1.8% | +2.7% | +1.5% |
| 30D | +1.1% | -13.3% | +14.4% | +5.3% |
| 3M | -2.9% | -13.4% | +10.5% | +1.0% |
| 6M | +5.9% | -9.6% | +15.5% | +8.2% |
| YTD | +9.8% | +23.0% | -13.3% | +1.6% |
| 1Y | +11.7% | +27.4% | -15.6% | +2.2% |
| 3Y | +59.5% | +5.7% | +53.9% | +49.6% |
| 5Y | +57.5% | +22.1% | +35.5% | +38.6% |
| 10Y | +235.9% | +106.0% | +130.0% | +145.8% |
| All | +1,103.7% | +631.3% | +472.4% | +430.9% |
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 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