-50.3%
DOCS vs ADM
+59.4%
-109.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.0% | -2.8% |
| 7D | -1.4% | +3.8% | -5.2% | -1.5% |
| 30D | +21.8% | +9.8% | +12.1% | +21.6% |
| 3M | +27.3% | +2.1% | +25.2% | +27.4% |
| 6M | -0.3% | +27.5% | -27.8% | -1.1% |
| YTD | -40.5% | +50.2% | -90.7% | -41.6% |
| 1Y | -61.5% | +40.6% | -102.1% | -62.1% |
| 3Y | +8.2% | +17.2% | -9.1% | +10.0% |
| 5Y | -73.4% | +61.9% | -135.3% | -73.2% |
| All | -50.3% | +59.4% | -109.7% | -46.5% |
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