+2,541.1%
DUK vs ADM
+1,908.9%
+632.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | 0.0% | +3.8% | -3.8% | -0.8% |
| 30D | -1.7% | +9.8% | -11.4% | -3.6% |
| 3M | -0.4% | +2.1% | -2.6% | -1.1% |
| 6M | -7.2% | +27.5% | -34.7% | -12.0% |
| YTD | +5.3% | +50.2% | -45.0% | -3.5% |
| 1Y | +3.0% | +40.6% | -37.6% | -4.6% |
| 3Y | +53.1% | +17.2% | +35.8% | +44.5% |
| 5Y | +37.9% | +61.9% | -24.0% | +20.6% |
| 10Y | +124.8% | +159.3% | -34.4% | +75.7% |
| All | +2,541.1% | +1,908.9% | +632.2% | +1,137.6% |
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