+40.6%
ADM vs CLX
-20.9%
+61.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.3% |
| 7D | +3.8% | -9.2% | +13.0% | +3.9% |
| 30D | +9.8% | -11.0% | +20.8% | +9.9% |
| 3M | +2.1% | +5.0% | -2.9% | +1.8% |
| 6M | +27.5% | -18.8% | +46.3% | +34.0% |
| YTD | +50.2% | -4.4% | +54.6% | +48.0% |
| 1Y | +40.6% | -21.9% | +62.4% | +46.2% |
| All | +40.6% | -20.9% | +61.4% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling