+6.6%
ADM vs CAPR
+214.7%
-208.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -0.7% |
| 7D | -9.0% | +41.1% | -50.1% | -9.0% |
| 30D | -14.0% | +11.1% | -25.1% | -14.0% |
| 3M | -9.2% | +115.3% | -124.5% | -9.2% |
| 6M | -9.2% | -73.8% | +64.7% | -9.1% |
| YTD | +24.2% | -68.8% | +93.0% | +24.2% |
| 1Y | +27.0% | +43.3% | -16.3% | +27.0% |
| 3Y | +6.6% | +214.7% | -208.1% | +3.4% |
| All | +6.6% | +214.7% | -208.1% | +3.4% |
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 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