+21.5%
ADM vs CBOE
+96.4%
-74.9%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +1.4% | -0.8% | +2.1% | +1.4% |
| 30D | +8.2% | +2.7% | +5.5% | +7.9% |
| 3M | +8.7% | +0.7% | +8.0% | +8.4% |
| 6M | +29.1% | -2.0% | +31.1% | +28.6% |
| YTD | +53.7% | +17.1% | +36.5% | +50.6% |
| 1Y | +43.2% | +26.5% | +16.7% | +39.4% |
| All | +21.5% | +96.4% | -74.9% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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