+36.4%
ADM vs CAI
-9.3%
+45.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +0.1% | -26.3% | +26.4% | -0.1% |
| 30D | -11.8% | -17.5% | +5.7% | -11.9% |
| 3M | -11.3% | +5.8% | -17.1% | -11.2% |
| 6M | -10.0% | +53.6% | -63.7% | -9.9% |
| YTD | +25.9% | -9.2% | +35.1% | +29.0% |
| 1Y | +26.7% | -2.7% | +29.3% | +28.8% |
| All | +36.4% | -9.3% | +45.7% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling