+62.4%
CAH vs ADM
+43.6%
+18.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.2% |
| 7D | -2.2% | +1.4% | -3.6% | -2.2% |
| 30D | +1.2% | +8.2% | -7.0% | +1.3% |
| 3M | +13.1% | +8.7% | +4.4% | +13.2% |
| 6M | +8.5% | +29.1% | -20.6% | +8.5% |
| YTD | +17.6% | +53.7% | -36.0% | +17.4% |
| All | +62.4% | +43.6% | +18.8% | +63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling