+1,561.3%
ADM vs CP
+7,734.8%
-6,173.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.8% |
| 3M | -9.2% | +2.4% | -11.5% | -10.1% |
| 6M | -9.2% | +7.7% | -16.8% | -11.8% |
| YTD | +24.2% | +26.0% | -1.8% | +13.7% |
| 1Y | +27.0% | +34.6% | -7.7% | +13.6% |
| 3Y | +6.6% | +26.7% | -20.1% | -3.9% |
| 5Y | +25.0% | +24.9% | +0.1% | +12.0% |
| 10Y | +100.2% | +258.6% | -158.4% | +24.5% |
| All | +1,561.3% | +7,734.8% | -6,173.5% | +337.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling