-43.0%
DT vs ADM
+24.5%
-67.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -24.7% | -9.0% | -15.7% | -23.8% |
| 30D | -27.4% | -14.0% | -13.4% | -26.2% |
| 3M | -11.1% | -9.2% | -2.0% | -10.2% |
| 6M | +13.7% | -9.2% | +22.8% | +14.4% |
| YTD | +0.2% | +24.2% | -24.0% | -3.3% |
| 1Y | -5.7% | +27.0% | -32.7% | -9.3% |
| 3Y | -8.1% | +6.6% | -14.7% | -10.5% |
| All | -43.0% | +24.5% | -67.4% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling