+392.5%
ADM vs CBOE
+1,045.3%
-652.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.8% | -3.6% | +7.4% | +4.6% |
| 30D | +9.8% | +5.1% | +4.7% | +8.4% |
| 3M | +2.1% | +4.6% | -2.5% | +0.5% |
| 6M | +27.5% | -0.3% | +27.8% | +26.1% |
| YTD | +50.2% | +19.8% | +30.5% | +42.0% |
| 1Y | +40.6% | +28.4% | +12.2% | +30.5% |
| 3Y | +17.2% | +104.1% | -86.9% | -4.3% |
| 5Y | +61.9% | +150.9% | -89.0% | +24.0% |
| 10Y | +159.3% | +393.5% | -234.2% | +61.5% |
| All | +392.5% | +1,045.3% | -652.8% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling