+102.6%
ADM vs CAPR
-64.9%
+167.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.4% | -9.6% | -0.3% |
| 7D | -7.8% | +36.0% | -43.9% | -8.0% |
| 30D | -12.6% | +25.8% | -38.4% | -12.8% |
| 3M | -8.2% | +140.8% | -149.1% | -9.0% |
| 6M | -8.9% | -67.6% | +58.7% | -8.7% |
| YTD | +24.0% | -65.9% | +89.9% | +24.2% |
| 1Y | +26.2% | +66.1% | -40.0% | +22.8% |
| 3Y | +7.0% | +256.9% | -249.9% | +1.2% |
| 5Y | +24.9% | +172.1% | -147.2% | +17.6% |
| 10Y | +102.6% | -64.7% | +167.3% | +83.4% |
| All | +102.6% | -64.9% | +167.6% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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