+21.3%
ADM vs CAG
-6.8%
+28.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.0% | -5.6% | -0.5% |
| 7D | -8.3% | +9.7% | -18.0% | -9.4% |
| 30D | -14.1% | +15.8% | -29.9% | -15.8% |
| 3M | -10.7% | +1.8% | -12.5% | -11.2% |
| 6M | -5.9% | +11.5% | -17.4% | -7.9% |
| YTD | +25.8% | -6.7% | +32.5% | +24.0% |
| 1Y | +21.3% | -5.6% | +26.9% | +19.0% |
| All | +21.3% | -6.8% | +28.1% | +19.0% |
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