+3,595.6%
DLR vs ADM
+673.6%
+2,922.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.6% | +3.8% | -2.2% | +0.4% |
| 30D | -3.4% | +9.8% | -13.1% | -6.2% |
| 3M | +0.5% | +2.1% | -1.6% | -0.5% |
| 6M | +4.6% | +27.5% | -22.9% | -3.6% |
| YTD | +23.4% | +50.2% | -26.8% | +8.1% |
| 1Y | +19.0% | +40.6% | -21.6% | +6.0% |
| 3Y | +56.5% | +17.2% | +39.3% | +42.6% |
| 5Y | +33.3% | +61.9% | -28.6% | +6.2% |
| 10Y | +165.1% | +159.3% | +5.9% | +71.4% |
| All | +3,595.6% | +673.6% | +2,922.0% | +1,567.7% |
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