+176.6%
ADM vs CHD
+123.8%
+52.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.8% |
| 7D | +1.4% | -4.2% | +5.5% | +2.4% |
| 30D | +8.2% | -7.6% | +15.8% | +10.2% |
| 3M | +8.7% | -1.6% | +10.3% | +8.8% |
| 6M | +29.1% | -6.3% | +35.4% | +30.6% |
| YTD | +53.7% | +14.6% | +39.1% | +47.0% |
| 1Y | +43.2% | +1.6% | +41.6% | +41.4% |
| 3Y | +21.4% | +3.1% | +18.3% | +18.6% |
| 5Y | +67.1% | +21.1% | +46.0% | +53.3% |
| 10Y | +176.6% | +128.6% | +48.0% | +102.3% |
| All | +176.6% | +123.8% | +52.7% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling