+45.1%
ADM vs CAI
-29.0%
+74.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.3% |
| 7D | +1.4% | -3.1% | +4.5% | +1.3% |
| 30D | +8.2% | +2.7% | +5.5% | +8.3% |
| 3M | +8.7% | +41.7% | -33.0% | +9.8% |
| 6M | +29.1% | +26.5% | +2.6% | +30.3% |
| YTD | +53.7% | -10.9% | +64.6% | +57.6% |
| All | +45.1% | -29.0% | +74.1% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling