+36.5%
ADM vs CAI
-11.3%
+47.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.1% |
| 7D | +0.7% | -8.0% | +8.7% | +0.7% |
| 30D | -14.7% | -18.9% | +4.2% | -14.8% |
| 3M | -10.4% | +7.6% | -18.1% | -10.3% |
| 6M | -10.9% | +43.0% | -53.9% | -10.7% |
| YTD | +26.0% | -11.2% | +37.2% | +29.1% |
| 1Y | +26.5% | -3.3% | +29.8% | +28.4% |
| All | +36.5% | -11.3% | +47.7% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling