+24.0%
ADM vs CMS
+34.5%
-10.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.3% |
| 7D | +0.7% | -1.3% | +2.0% | +1.2% |
| 30D | -14.7% | +5.3% | -20.0% | -16.3% |
| 3M | -10.4% | -0.3% | -10.1% | -10.4% |
| 6M | -10.9% | -4.0% | -6.9% | -10.0% |
| YTD | +26.0% | +2.1% | +23.9% | +24.1% |
| 1Y | +26.5% | -4.7% | +31.2% | +28.0% |
| 3Y | +8.2% | +36.8% | -28.6% | -5.7% |
| 5Y | +24.0% | +34.9% | -10.9% | +4.3% |
| All | +24.0% | +34.5% | -10.5% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling