+99.7%
ADM vs CMS
+125.4%
-25.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.2% |
| 7D | -9.0% | -1.3% | -7.7% | -8.5% |
| 30D | -14.0% | +6.3% | -20.3% | -16.2% |
| 3M | -9.2% | -2.1% | -7.1% | -8.5% |
| 6M | -9.2% | -5.1% | -4.1% | -7.6% |
| YTD | +24.2% | +1.3% | +23.0% | +22.6% |
| 1Y | +27.0% | -1.4% | +28.4% | +26.7% |
| 3Y | +6.6% | +36.9% | -30.3% | -8.8% |
| 5Y | +25.0% | +32.5% | -7.6% | +6.9% |
| All | +99.7% | +125.4% | -25.7% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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