-5.9%
DUK vs ADM
+26.8%
-32.7%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.8% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -2.0% | +11.0% | -13.1% | -2.2% |
| 3M | +0.2% | +6.0% | -5.8% | +0.5% |
| All | -5.9% | +26.8% | -32.7% | -8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling