+296.4%
CAH vs ADM
+177.3%
+119.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.0% |
| 7D | -2.2% | +1.4% | -3.6% | -2.7% |
| 30D | +1.2% | +8.2% | -7.0% | -1.5% |
| 3M | +13.1% | +8.7% | +4.4% | +9.5% |
| 6M | +8.5% | +29.1% | -20.6% | -1.5% |
| YTD | +17.6% | +53.7% | -36.0% | +0.1% |
| 1Y | +60.7% | +43.2% | +17.4% | +39.6% |
| 3Y | +183.2% | +21.4% | +161.8% | +154.7% |
| 5Y | +402.2% | +67.1% | +335.1% | +264.7% |
| All | +296.4% | +177.3% | +119.1% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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