+176.6%
ADM vs CAG
-35.6%
+212.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | +1.4% | -6.6% | +8.0% | +3.3% |
| 30D | +8.2% | +2.3% | +5.9% | +7.4% |
| 3M | +8.7% | +16.3% | -7.6% | +3.4% |
| 6M | +29.1% | -16.0% | +45.1% | +34.8% |
| YTD | +53.7% | -7.7% | +61.4% | +55.5% |
| 1Y | +43.2% | -16.0% | +59.3% | +48.9% |
| 3Y | +21.4% | -37.7% | +59.1% | +37.1% |
| 5Y | +67.1% | -41.2% | +108.3% | +90.4% |
| 10Y | +176.6% | -33.8% | +210.4% | +202.5% |
| All | +176.6% | -35.6% | +212.2% | +202.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling