+10.3%
ADM vs CAPR
+239.1%
-228.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.9% | +9.7% | +2.7% |
| 7D | +4.2% | +5.9% | -1.7% | +4.2% |
| 30D | -12.8% | +44.6% | -57.5% | -12.8% |
| 3M | -8.5% | +126.4% | -134.8% | -8.5% |
| 6M | -10.9% | -68.6% | +57.7% | -10.9% |
| YTD | +29.4% | -67.0% | +96.4% | +29.4% |
| 1Y | +27.5% | +65.2% | -37.6% | +27.5% |
| 3Y | +10.3% | +235.6% | -225.2% | +8.8% |
| All | +10.3% | +239.1% | -228.8% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling