+27.5%
ADM vs CAG
-9.3%
+36.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.6% |
| 7D | +4.2% | -3.3% | +7.5% | +4.6% |
| 30D | -12.8% | +7.7% | -20.5% | -13.7% |
| 3M | -8.5% | -3.2% | -5.3% | -8.3% |
| 6M | -10.9% | +7.0% | -17.9% | -12.0% |
| YTD | +29.4% | -9.0% | +38.4% | +27.6% |
| 1Y | +27.5% | -9.6% | +37.1% | +26.3% |
| All | +27.5% | -9.3% | +36.8% | +26.3% |
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