+18.5%
ADM vs CHD
+4.0%
+14.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | -0.1% | -2.9% | +2.8% | +0.4% |
| 30D | +11.0% | -6.2% | +17.2% | +12.1% |
| 3M | +6.0% | +1.6% | +4.4% | +5.4% |
| 6M | +26.9% | -3.5% | +30.4% | +27.5% |
| YTD | +50.0% | +16.2% | +33.8% | +43.9% |
| 1Y | +39.6% | +3.4% | +36.2% | +37.4% |
| 3Y | +18.5% | +4.6% | +13.9% | +17.2% |
| All | +18.5% | +4.0% | +14.6% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling