+1,908.9%
ADM vs CMS
+457.8%
+1,451.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +3.8% | +0.4% | +3.4% | +3.7% |
| 30D | +9.8% | -3.6% | +13.4% | +10.8% |
| 3M | +2.1% | -1.9% | +4.0% | +2.5% |
| 6M | +27.5% | -11.0% | +38.5% | +31.3% |
| YTD | +50.2% | +0.2% | +50.0% | +49.6% |
| 1Y | +40.6% | -1.3% | +41.9% | +40.5% |
| 3Y | +17.2% | +35.9% | -18.7% | +6.7% |
| 5Y | +61.9% | +23.1% | +38.8% | +50.5% |
| 10Y | +159.3% | +117.9% | +41.4% | +106.3% |
| All | +1,908.9% | +457.8% | +1,451.1% | +1,091.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling