-10.8%
DOW vs ADM
+144.9%
-155.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | -2.4% | +3.8% | -6.2% | -4.8% |
| 30D | +0.4% | +9.8% | -9.4% | -5.8% |
| 3M | -14.4% | +2.1% | -16.5% | -15.9% |
| 6M | -7.0% | +27.5% | -34.5% | -21.2% |
| YTD | +30.2% | +50.2% | -20.0% | -0.8% |
| 1Y | +29.2% | +40.6% | -11.4% | +2.2% |
| 3Y | -36.7% | +17.2% | -53.9% | -45.8% |
| 5Y | -37.7% | +61.9% | -99.6% | -64.5% |
| All | -10.8% | +144.9% | -155.7% | -68.3% |
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