+227.3%
ADM vs CAPR
-99.1%
+326.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.9% | +9.2% | -0.7% |
| 7D | -1.8% | +7.6% | -9.5% | -1.9% |
| 30D | -13.3% | +13.3% | -26.5% | -13.4% |
| 3M | -13.4% | +130.4% | -143.7% | -14.0% |
| 6M | -9.6% | -70.8% | +61.2% | -9.4% |
| YTD | +23.0% | -69.3% | +92.3% | +23.3% |
| 1Y | +27.4% | +59.5% | -32.2% | +24.3% |
| 3Y | +5.7% | +216.8% | -211.1% | +1.4% |
| 5Y | +22.1% | +152.7% | -130.6% | +16.7% |
| 10Y | +106.0% | -68.2% | +174.2% | +92.5% |
| All | +227.3% | -99.1% | +326.4% | +203.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling