+128.2%
ADM vs CLX
+29.7%
+98.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +0.1% | +7.8% | -7.7% | -1.0% |
| 30D | -11.8% | +28.5% | -40.3% | -15.1% |
| 3M | -11.3% | +1.3% | -12.6% | -11.6% |
| 6M | -10.0% | +23.4% | -33.4% | -13.3% |
| YTD | +25.9% | +11.4% | +14.5% | +22.9% |
| 1Y | +26.7% | +6.9% | +19.7% | +24.5% |
| 3Y | +8.1% | -9.8% | +17.9% | +9.4% |
| 5Y | +23.5% | -22.7% | +46.2% | +26.4% |
| 10Y | +128.2% | +28.7% | +99.5% | +102.1% |
| All | +128.2% | +29.7% | +98.5% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling