+26.7%
ADM vs CAG
-7.3%
+34.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.7% |
| 7D | +0.1% | -1.8% | +1.9% | +0.3% |
| 30D | -11.8% | +9.7% | -21.5% | -12.9% |
| 3M | -11.3% | +0.5% | -11.8% | -11.6% |
| 6M | -10.0% | +8.9% | -18.9% | -11.5% |
| YTD | +25.9% | -8.4% | +34.3% | +24.1% |
| 1Y | +26.7% | -8.3% | +35.0% | +25.0% |
| All | +26.7% | -7.3% | +34.0% | +25.0% |
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