-1.4%
DOW vs ADM
+105.3%
-106.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.0% | +1.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +15.7% | -11.8% | +27.5% | +25.2% |
| 3M | +5.3% | -11.3% | +16.6% | +13.1% |
| 6M | -14.2% | -10.0% | -4.2% | -9.1% |
| YTD | +43.9% | +25.9% | +18.0% | +22.4% |
| 1Y | +53.1% | +26.7% | +26.4% | +29.6% |
| 3Y | -21.8% | +8.1% | -30.0% | -30.6% |
| 5Y | -28.3% | +23.5% | -51.8% | -49.6% |
| All | -1.4% | +105.3% | -106.7% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling