+51.9%
DOW vs ADM
+29.8%
+22.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.4% |
| 7D | -4.2% | -8.3% | +4.1% | +0.8% |
| 30D | +14.7% | -14.1% | +28.8% | +25.5% |
| 3M | +9.1% | -10.7% | +19.8% | +15.7% |
| 6M | -17.7% | -5.9% | -11.7% | -16.2% |
| YTD | +44.6% | +25.8% | +18.9% | +22.7% |
| 1Y | +51.9% | +21.3% | +30.6% | +30.8% |
| All | +51.9% | +29.8% | +22.1% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling