+162.4%
ADM vs CRL
+241.6%
-79.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.3% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | +11.0% | +5.0% | +6.1% | +10.0% |
| 3M | +6.0% | +50.6% | -44.6% | -2.2% |
| 6M | +26.9% | +60.9% | -34.0% | +14.7% |
| YTD | +50.0% | +40.7% | +9.3% | +38.8% |
| 1Y | +39.6% | +73.3% | -33.7% | +23.4% |
| 3Y | +18.5% | +40.6% | -22.0% | +5.2% |
| 5Y | +62.6% | -37.0% | +99.5% | +72.3% |
| 10Y | +162.4% | +244.3% | -81.9% | +82.2% |
| All | +162.4% | +241.6% | -79.2% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling