+24.0%
ADM vs CBOE
+201.6%
-177.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.7% | +4.5% | -3.8% | +0.2% |
| 30D | -14.7% | +26.2% | -40.9% | -17.1% |
| 3M | -10.4% | +27.1% | -37.5% | -13.2% |
| 6M | -10.9% | +4.2% | -15.1% | -11.4% |
| YTD | +26.0% | +48.0% | -22.1% | +17.9% |
| 1Y | +26.5% | +42.4% | -16.0% | +19.1% |
| 3Y | +8.2% | +116.8% | -108.6% | -7.1% |
| 5Y | +24.0% | +199.0% | -175.0% | -4.6% |
| All | +24.0% | +201.6% | -177.7% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling