+26.0%
ADM vs CAVA
+43.2%
-17.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -0.1% | -1.5% | +1.5% | -0.1% |
| 30D | +11.0% | -3.7% | +14.7% | +11.0% |
| 3M | +6.0% | -18.3% | +24.3% | +5.9% |
| 6M | +26.9% | -23.5% | +50.4% | +26.7% |
| YTD | +50.0% | +2.5% | +47.5% | +49.4% |
| 1Y | +39.6% | -8.0% | +47.6% | +39.0% |
| 3Y | +18.5% | +53.5% | -35.0% | +20.7% |
| All | +26.0% | +43.2% | -17.2% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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