+1,561.3%
ADM vs CPB
+360.6%
+1,200.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -9.0% | +8.0% | -17.0% | -11.4% |
| 30D | -14.0% | +22.4% | -36.4% | -19.8% |
| 3M | -9.2% | +2.5% | -11.7% | -10.6% |
| 6M | -9.2% | +12.2% | -21.4% | -13.9% |
| YTD | +24.2% | -12.8% | +37.0% | +27.3% |
| 1Y | +27.0% | -19.2% | +46.1% | +33.4% |
| 3Y | +6.6% | -35.6% | +42.2% | +19.4% |
| 5Y | +25.0% | -31.4% | +56.4% | +35.2% |
| 10Y | +100.2% | -37.9% | +138.2% | +112.4% |
| All | +1,561.3% | +360.6% | +1,200.7% | +653.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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