+17,377.4%
CAH vs ADM
+1,630.9%
+15,746.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.7% | +0.4% |
| 7D | +3.5% | +4.2% | -0.7% | +2.4% |
| 30D | +13.5% | -12.8% | +26.3% | +17.2% |
| 3M | +21.8% | -8.5% | +30.3% | +24.2% |
| 6M | +51.5% | -10.9% | +62.4% | +54.9% |
| YTD | +38.1% | +29.4% | +8.7% | +27.9% |
| 1Y | +37.7% | +27.5% | +10.2% | +28.0% |
| 3Y | +179.6% | +10.3% | +169.3% | +161.9% |
| 5Y | +504.9% | +27.4% | +477.6% | +439.1% |
| 10Y | +418.6% | +134.6% | +284.0% | +293.4% |
| All | +17,377.4% | +1,630.9% | +15,746.6% | +7,166.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling