+7.0%
ADM vs CLX
-10.0%
+17.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -0.7% |
| 7D | -7.8% | +17.4% | -25.2% | -9.4% |
| 30D | -12.6% | +27.8% | -40.3% | -15.0% |
| 3M | -8.2% | +3.0% | -11.2% | -8.4% |
| 6M | -8.9% | +17.5% | -26.4% | -11.1% |
| YTD | +24.0% | +10.0% | +14.0% | +21.6% |
| 1Y | +26.2% | +3.3% | +22.9% | +25.9% |
| 3Y | +7.0% | -10.1% | +17.1% | +11.3% |
| All | +7.0% | -10.0% | +17.0% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling