+24.0%
ADM vs CP
+27.5%
-3.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +0.7% | +0.9% | -0.2% | +0.4% |
| 30D | -14.7% | +10.3% | -25.0% | -17.6% |
| 3M | -10.4% | +2.3% | -12.7% | -11.3% |
| 6M | -10.9% | +10.7% | -21.7% | -14.5% |
| YTD | +26.0% | +29.3% | -3.3% | +13.4% |
| 1Y | +26.5% | +31.5% | -5.0% | +13.1% |
| 3Y | +8.2% | +36.7% | -28.5% | -6.9% |
| 5Y | +24.0% | +26.8% | -2.8% | +6.9% |
| All | +24.0% | +27.5% | -3.5% | +6.9% |
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 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