+1,585.0%
ADM vs CHD
+11,601.1%
-10,016.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +0.7% | +0.4% | +0.4% | +0.6% |
| 30D | -14.7% | +11.6% | -26.3% | -16.8% |
| 3M | -10.4% | +10.7% | -21.1% | -12.6% |
| 6M | -10.9% | +20.2% | -31.2% | -14.8% |
| YTD | +26.0% | +34.5% | -8.5% | +17.2% |
| 1Y | +26.5% | +32.6% | -6.1% | +18.0% |
| 3Y | +8.2% | +29.1% | -20.9% | +1.0% |
| 5Y | +24.0% | +31.5% | -7.5% | +14.1% |
| 10Y | +128.4% | +190.9% | -62.5% | +73.6% |
| All | +1,585.0% | +11,601.1% | -10,016.1% | +633.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling