+128.2%
ADM vs CHD
+196.6%
-68.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -11.8% | +12.2% | -24.0% | -14.3% |
| 3M | -11.3% | +9.3% | -20.6% | -13.4% |
| 6M | -10.0% | +24.3% | -34.3% | -15.2% |
| YTD | +25.9% | +34.9% | -9.0% | +15.5% |
| 1Y | +26.7% | +32.7% | -6.0% | +16.7% |
| 3Y | +8.1% | +29.4% | -21.3% | -0.4% |
| 5Y | +23.5% | +31.7% | -8.2% | +11.2% |
| 10Y | +128.2% | +191.7% | -63.5% | +56.9% |
| All | +128.2% | +196.6% | -68.3% | +56.9% |
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