+112.2%
DT vs ADM
+159.8%
-47.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.1% |
| 7D | -0.5% | +1.4% | -1.9% | -0.9% |
| 30D | +0.1% | +8.2% | -8.2% | -1.8% |
| 3M | +24.1% | +8.7% | +15.4% | +21.2% |
| 6M | +30.1% | +29.1% | +1.0% | +21.1% |
| YTD | +16.8% | +53.7% | -36.9% | +3.5% |
| 1Y | -0.1% | +43.2% | -43.3% | -9.9% |
| 3Y | +6.8% | +21.4% | -14.6% | -0.6% |
| 5Y | -28.4% | +67.1% | -95.5% | -44.1% |
| All | +112.2% | +159.8% | -47.7% | +27.7% |
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