+158.1%
ADM vs CP
+222.0%
-63.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +3.8% | -2.7% | +6.4% | +4.8% |
| 30D | +9.8% | +0.2% | +9.6% | +9.4% |
| 3M | +2.1% | +2.6% | -0.4% | +0.7% |
| 6M | +27.5% | +6.0% | +21.5% | +23.3% |
| YTD | +50.2% | +24.9% | +25.3% | +34.7% |
| 1Y | +40.6% | +20.1% | +20.5% | +28.1% |
| 3Y | +17.2% | +16.4% | +0.8% | +6.2% |
| 5Y | +61.9% | +31.7% | +30.2% | +35.4% |
| All | +158.1% | +222.0% | -63.9% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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