+15,232.8%
CAH vs ADM
+1,908.9%
+13,323.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +5.4% | +3.8% | +1.6% | +4.4% |
| 30D | +3.3% | +9.8% | -6.4% | +0.9% |
| 3M | +22.8% | +2.1% | +20.7% | +21.7% |
| 6M | +11.3% | +27.5% | -16.2% | +4.0% |
| YTD | +21.1% | +50.2% | -29.1% | +8.4% |
| 1Y | +67.2% | +40.6% | +26.6% | +51.8% |
| 3Y | +195.6% | +17.2% | +178.4% | +173.5% |
| 5Y | +413.8% | +61.9% | +352.0% | +331.8% |
| 10Y | +309.6% | +159.3% | +150.3% | +202.4% |
| All | +15,232.8% | +1,908.9% | +13,323.9% | +6,058.2% |
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 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