+183.7%
CAH vs ADM
+18.5%
+165.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +0.5% | -0.1% | +0.5% | +0.5% |
| 30D | +1.7% | +11.0% | -9.3% | +1.4% |
| 3M | +17.9% | +6.0% | +11.9% | +17.6% |
| 6M | +10.9% | +26.9% | -16.0% | +9.8% |
| YTD | +17.9% | +50.0% | -32.2% | +15.7% |
| 1Y | +61.7% | +39.6% | +22.1% | +59.3% |
| 3Y | +183.7% | +18.5% | +165.2% | +175.7% |
| All | +183.7% | +18.5% | +165.2% | +175.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling