+27.4%
ADM vs CMS
-0.8%
+28.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.8% | +0.5% | -2.3% | -1.9% |
| 30D | -13.3% | +7.4% | -20.7% | -14.1% |
| 3M | -13.4% | +1.9% | -15.2% | -13.6% |
| 6M | -9.6% | -2.3% | -7.3% | -9.5% |
| YTD | +23.0% | +3.0% | +20.1% | +18.9% |
| 1Y | +27.4% | -2.8% | +30.1% | +28.6% |
| All | +27.4% | -0.8% | +28.1% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling