+62.6%
ADM vs CLX
-35.2%
+97.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | 0.0% |
| 7D | -0.1% | -3.5% | +3.5% | +0.3% |
| 30D | +11.0% | -11.9% | +22.9% | +12.5% |
| 3M | +6.0% | -2.6% | +8.6% | +6.1% |
| 6M | +26.9% | -18.2% | +45.1% | +30.0% |
| YTD | +50.0% | -5.9% | +55.9% | +50.2% |
| 1Y | +39.6% | -23.8% | +63.4% | +44.1% |
| 3Y | +18.5% | -33.6% | +52.1% | +24.3% |
| 5Y | +62.6% | -35.7% | +98.2% | +67.5% |
| All | +62.6% | -35.2% | +97.7% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling