-10.2%
DOW vs ADM
+151.5%
-161.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -2.4% | +3.0% | -5.4% | -4.3% |
| 30D | -4.1% | +8.7% | -12.8% | -9.4% |
| 3M | -12.4% | +7.6% | -20.0% | -16.9% |
| 6M | -10.6% | +26.9% | -37.5% | -24.0% |
| YTD | +31.1% | +54.3% | -23.2% | -1.9% |
| 1Y | +30.5% | +45.7% | -15.1% | +0.8% |
| 3Y | -34.4% | +21.9% | -56.3% | -45.4% |
| 5Y | -35.5% | +67.2% | -102.6% | -64.1% |
| All | -10.2% | +151.5% | -161.7% | -68.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling