+26.3%
ADM vs CP
+24.4%
+2.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | -9.0% | +2.8% | -11.8% | -9.9% |
| 30D | -14.0% | +10.2% | -24.2% | -16.9% |
| 3M | -9.2% | +2.4% | -11.5% | -10.1% |
| 6M | -9.2% | +7.7% | -16.8% | -11.9% |
| YTD | +24.2% | +26.0% | -1.8% | +12.9% |
| 1Y | +27.0% | +34.6% | -7.7% | +12.3% |
| 3Y | +6.6% | +26.7% | -20.1% | -5.4% |
| All | +26.3% | +24.4% | +2.0% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling