+40.6%
ADM vs CHD
+7.1%
+33.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.8% | -2.7% | +6.4% | +3.9% |
| 30D | +9.8% | -4.6% | +14.4% | +10.2% |
| 3M | +2.1% | +5.0% | -2.9% | +1.5% |
| 6M | +27.5% | -3.2% | +30.7% | +29.1% |
| YTD | +50.2% | +18.6% | +31.6% | +42.3% |
| 1Y | +40.6% | +4.8% | +35.8% | +39.5% |
| All | +40.6% | +7.1% | +33.5% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling