+26.5%
ADM vs CP
+33.3%
-6.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +0.7% | +0.9% | -0.2% | +0.6% |
| 30D | -14.7% | +10.3% | -25.0% | -15.6% |
| 3M | -10.4% | +2.3% | -12.7% | -10.8% |
| 6M | -10.9% | +10.7% | -21.7% | -12.3% |
| YTD | +26.0% | +29.3% | -3.3% | +19.1% |
| 1Y | +26.5% | +31.5% | -5.0% | +19.9% |
| All | +26.5% | +33.3% | -6.8% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling