+62.6%
ADM vs CHD
+21.8%
+40.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.2% |
| 3M | +6.0% | +1.6% | +4.4% | +5.5% |
| 6M | +26.9% | -3.5% | +30.4% | +27.4% |
| YTD | +50.0% | +16.2% | +33.8% | +44.4% |
| 1Y | +39.6% | +3.4% | +36.2% | +37.6% |
| 3Y | +18.5% | +4.6% | +13.9% | +16.9% |
| 5Y | +62.6% | +21.1% | +41.4% | +53.8% |
| All | +62.6% | +21.8% | +40.8% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling