-10.9%
DOW vs ADM
+150.5%
-161.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -2.2% |
| 7D | -6.0% | +1.4% | -7.4% | -6.9% |
| 30D | -2.7% | +8.2% | -11.0% | -7.9% |
| 3M | -10.5% | +8.7% | -19.2% | -15.6% |
| 6M | -12.4% | +29.1% | -41.5% | -26.4% |
| YTD | +30.0% | +53.7% | -23.6% | -2.5% |
| 1Y | +27.8% | +43.2% | -15.4% | -0.2% |
| 3Y | -34.9% | +21.4% | -56.3% | -45.7% |
| 5Y | -35.9% | +67.1% | -103.0% | -64.3% |
| All | -10.9% | +150.5% | -161.4% | -68.8% |
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 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