-28.1%
DT vs ADM
+64.4%
-92.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | +2.7% | +11.0% | -8.3% | +1.6% |
| 3M | +20.0% | +6.0% | +14.0% | +19.0% |
| 6M | +28.0% | +26.9% | +1.1% | +23.8% |
| YTD | +16.0% | +50.0% | -34.0% | +9.6% |
| 1Y | +0.7% | +39.6% | -38.9% | -4.0% |
| 3Y | +6.2% | +18.5% | -12.3% | +3.4% |
| 5Y | -28.1% | +62.6% | -90.7% | -34.3% |
| All | -28.1% | +64.4% | -92.6% | -34.3% |
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 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