+82.3%
DT vs ADM
+108.0%
-25.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -7.5% | -1.8% | -5.7% | -7.1% |
| 30D | -31.5% | -13.3% | -18.3% | -29.1% |
| 3M | -14.0% | -13.4% | -0.6% | -11.1% |
| 6M | +6.9% | -9.6% | +16.5% | +8.7% |
| YTD | +0.3% | +23.0% | -22.7% | -6.3% |
| 1Y | -6.9% | +27.4% | -34.3% | -13.9% |
| 3Y | -13.9% | +5.7% | -19.6% | -18.2% |
| 5Y | -39.9% | +22.1% | -62.0% | -48.4% |
| All | +82.3% | +108.0% | -25.7% | +15.6% |
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