+128.2%
ADM vs CP
+251.7%
-123.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.4% | +2.3% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | -11.8% | +9.6% | -21.4% | -15.3% |
| 3M | -11.3% | +2.2% | -13.5% | -12.4% |
| 6M | -10.0% | +11.1% | -21.1% | -14.5% |
| YTD | +25.9% | +28.2% | -2.3% | +11.5% |
| 1Y | +26.7% | +32.2% | -5.5% | +10.5% |
| 3Y | +8.1% | +35.5% | -27.4% | -8.8% |
| 5Y | +23.5% | +26.8% | -3.3% | +5.3% |
| 10Y | +128.2% | +256.9% | -128.7% | +33.1% |
| All | +128.2% | +251.7% | -123.5% | +33.1% |
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