+3,457.3%
DLR vs ADM
+538.6%
+2,918.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +2.4% | -7.8% | +10.2% | +4.7% |
| 30D | +0.7% | -12.6% | +13.3% | +4.6% |
| 3M | -6.4% | -8.2% | +1.8% | -4.6% |
| 6M | -6.5% | -8.9% | +2.4% | -4.8% |
| YTD | +18.8% | +24.0% | -5.2% | +9.7% |
| 1Y | +9.0% | +26.2% | -17.1% | 0.0% |
| 3Y | +54.5% | +7.0% | +47.5% | +43.5% |
| 5Y | +35.8% | +24.9% | +11.0% | +17.0% |
| 10Y | +177.5% | +102.6% | +74.8% | +93.1% |
| All | +3,457.3% | +538.6% | +2,918.7% | +1,592.2% |
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