+232.1%
ADM vs CNH
+64.7%
+167.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.8% | -0.9% |
| 7D | +3.8% | +23.3% | -19.5% | -2.7% |
| 30D | +9.8% | +33.5% | -23.7% | +0.2% |
| 3M | +2.1% | +32.7% | -30.6% | -7.1% |
| 6M | +27.5% | +22.2% | +5.3% | +17.9% |
| YTD | +50.2% | +57.7% | -7.5% | +27.9% |
| 1Y | +40.6% | +28.0% | +12.6% | +27.2% |
| 3Y | +17.2% | +11.5% | +5.7% | +8.0% |
| 5Y | +61.9% | +11.9% | +50.0% | +45.1% |
| 10Y | +159.3% | +162.8% | -3.5% | +68.2% |
| All | +232.1% | +64.7% | +167.4% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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