-4.6%
DOW vs ADM
+100.6%
-105.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | -6.8% | -1.8% | -5.0% | -5.7% |
| 30D | +10.8% | -13.3% | +24.0% | +21.1% |
| 3M | +4.1% | -13.4% | +17.5% | +13.5% |
| 6M | -12.7% | -9.6% | -3.1% | -7.8% |
| YTD | +39.2% | +23.0% | +16.2% | +20.2% |
| 1Y | +49.5% | +27.4% | +22.1% | +26.1% |
| 3Y | -24.4% | +5.7% | -30.0% | -31.9% |
| 5Y | -29.6% | +22.1% | -51.6% | -50.3% |
| All | -4.6% | +100.6% | -105.2% | -61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling