+106.0%
ADM vs CLX
+26.5%
+79.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -1.8% | +13.6% | -15.5% | -3.6% |
| 30D | -13.3% | +29.1% | -42.3% | -16.5% |
| 3M | -13.4% | +1.6% | -14.9% | -13.7% |
| 6M | -9.6% | +18.7% | -28.3% | -12.4% |
| YTD | +23.0% | +11.1% | +11.9% | +20.1% |
| 1Y | +27.4% | +7.0% | +20.4% | +25.2% |
| 3Y | +5.7% | -10.0% | +15.7% | +6.9% |
| 5Y | +22.1% | -22.6% | +44.7% | +24.8% |
| 10Y | +106.0% | +29.3% | +76.6% | +87.8% |
| All | +106.0% | +26.5% | +79.4% | +87.8% |
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