+1,908.9%
ADM vs CLX
+2,386.6%
-477.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +3.8% | -9.2% | +13.0% | +6.3% |
| 30D | +9.8% | -11.0% | +20.8% | +12.9% |
| 3M | +2.1% | +5.0% | -2.9% | +0.3% |
| 6M | +27.5% | -18.8% | +46.3% | +32.9% |
| YTD | +50.2% | -4.4% | +54.6% | +49.8% |
| 1Y | +40.6% | -21.9% | +62.4% | +47.7% |
| 3Y | +17.2% | -32.8% | +50.0% | +27.0% |
| 5Y | +61.9% | -34.6% | +96.4% | +72.6% |
| 10Y | +159.3% | -4.7% | +164.0% | +138.4% |
| All | +1,908.9% | +2,386.6% | -477.7% | +627.6% |
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