+7.3%
ADM vs CP
+35.8%
-28.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.4% | +2.3% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -11.8% | +9.6% | -21.4% | -13.9% |
| 3M | -11.3% | +2.2% | -13.5% | -12.0% |
| 6M | -10.0% | +11.1% | -21.1% | -12.9% |
| YTD | +25.9% | +28.2% | -2.3% | +16.0% |
| 1Y | +26.7% | +32.2% | -5.5% | +15.5% |
| All | +7.3% | +35.8% | -28.5% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling