+299.6%
ADM vs CAPR
-99.1%
+398.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +3.8% | -2.0% | +5.7% | +3.8% |
| 30D | +9.8% | +139.2% | -129.4% | +9.0% |
| 3M | +2.1% | -66.4% | +68.5% | +2.4% |
| 6M | +27.5% | -63.1% | +90.6% | +27.7% |
| YTD | +50.2% | -67.4% | +117.6% | +50.5% |
| 1Y | +40.6% | +58.2% | -17.7% | +37.3% |
| 3Y | +17.2% | +42.2% | -25.0% | +13.2% |
| 5Y | +61.9% | +87.3% | -25.4% | +55.3% |
| 10Y | +159.3% | -75.3% | +234.5% | +142.7% |
| All | +299.6% | -99.1% | +398.7% | +270.8% |
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 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