+106.0%
ADM vs CMS
+134.3%
-28.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.8% | +0.5% | -2.3% | -2.1% |
| 30D | -13.3% | +7.4% | -20.7% | -15.8% |
| 3M | -13.4% | +1.9% | -15.2% | -14.1% |
| 6M | -9.6% | -2.3% | -7.3% | -9.2% |
| YTD | +23.0% | +3.0% | +20.1% | +20.6% |
| 1Y | +27.4% | -2.8% | +30.1% | +28.0% |
| 3Y | +5.7% | +37.9% | -32.2% | -9.7% |
| 5Y | +22.1% | +34.0% | -11.9% | +4.1% |
| 10Y | +106.0% | +138.1% | -32.1% | +60.5% |
| All | +106.0% | +134.3% | -28.4% | +60.5% |
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