+179.6%
CAH vs ADM
+11.2%
+168.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.7% | +1.0% |
| 7D | +3.5% | +4.2% | -0.7% | +3.3% |
| 30D | +13.5% | -12.8% | +26.3% | +14.0% |
| 3M | +21.8% | -8.5% | +30.3% | +22.2% |
| 6M | +51.5% | -10.9% | +62.4% | +52.0% |
| YTD | +38.1% | +29.4% | +8.7% | +36.2% |
| 1Y | +37.7% | +27.5% | +10.2% | +35.9% |
| 3Y | +179.6% | +10.3% | +169.3% | +172.2% |
| All | +179.6% | +11.2% | +168.4% | +172.2% |
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 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