-34.6%
DOW vs ADM
+18.5%
-53.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -2.9% | -0.1% | -2.9% | -2.9% |
| 30D | +2.0% | +11.0% | -9.1% | -2.7% |
| 3M | -12.5% | +6.0% | -18.5% | -14.9% |
| 6M | -9.2% | +26.9% | -36.1% | -17.9% |
| YTD | +30.8% | +50.0% | -19.2% | +11.2% |
| 1Y | +29.4% | +39.6% | -10.2% | +12.6% |
| 3Y | -34.6% | +18.5% | -53.1% | -42.4% |
| All | -34.6% | +18.5% | -53.1% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling