+40.2%
DUK vs ADM
+67.3%
-27.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -1.7% | +3.0% | -4.7% | -2.1% |
| 30D | -2.2% | +8.7% | -11.0% | -3.5% |
| 3M | -3.7% | +7.6% | -11.3% | -4.9% |
| 6M | -6.3% | +26.9% | -33.2% | -10.1% |
| YTD | +4.5% | +54.3% | -49.8% | -2.9% |
| 1Y | +1.8% | +45.7% | -43.8% | -4.6% |
| 3Y | +46.8% | +21.9% | +24.9% | +40.8% |
| 5Y | +40.2% | +67.2% | -26.9% | +23.6% |
| All | +40.2% | +67.3% | -27.0% | +23.6% |
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 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