+117.6%
DT vs ADM
+154.0%
-36.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -3.3% | +3.8% | -7.1% | -4.2% |
| 30D | +2.0% | +9.8% | -7.7% | -0.2% |
| 3M | +20.0% | +2.1% | +17.9% | +19.0% |
| 6M | +39.3% | +27.5% | +11.8% | +29.9% |
| YTD | +19.8% | +50.2% | -30.5% | +6.7% |
| 1Y | +4.3% | +40.6% | -36.3% | -5.6% |
| 3Y | +7.7% | +17.2% | -9.5% | +1.1% |
| 5Y | -26.8% | +61.9% | -88.7% | -42.4% |
| All | +117.6% | +154.0% | -36.4% | +31.6% |
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 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