+1,558.2%
ADM vs CLX
+2,760.7%
-1,202.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -1.6% |
| 7D | -7.8% | +17.4% | -25.2% | -11.6% |
| 30D | -12.6% | +27.8% | -40.3% | -18.0% |
| 3M | -8.2% | +3.0% | -11.2% | -9.4% |
| 6M | -8.9% | +17.5% | -26.4% | -13.5% |
| YTD | +24.0% | +10.0% | +14.0% | +18.9% |
| 1Y | +26.2% | +3.3% | +22.9% | +23.0% |
| 3Y | +7.0% | -10.1% | +17.1% | +7.3% |
| 5Y | +24.9% | -23.7% | +48.6% | +27.7% |
| 10Y | +102.6% | +24.9% | +77.8% | +72.5% |
| All | +1,558.2% | +2,760.7% | -1,202.5% | +477.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling