+40.6%
ADM vs CAG
-13.1%
+53.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +3.8% | -3.8% | +7.6% | +4.2% |
| 30D | +9.8% | +3.1% | +6.6% | +9.2% |
| 3M | +2.1% | +23.5% | -21.3% | -1.8% |
| 6M | +27.5% | -14.8% | +42.4% | +32.5% |
| YTD | +50.2% | -5.4% | +55.6% | +49.7% |
| 1Y | +40.6% | -11.8% | +52.4% | +40.3% |
| All | +40.6% | -13.1% | +53.7% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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