+1,908.9%
ADM vs CAG
+604.9%
+1,304.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +3.8% | -3.8% | +7.6% | +5.2% |
| 30D | +9.8% | +3.1% | +6.6% | +8.4% |
| 3M | +2.1% | +23.5% | -21.3% | -5.9% |
| 6M | +27.5% | -14.8% | +42.4% | +33.2% |
| YTD | +50.2% | -5.4% | +55.6% | +50.9% |
| 1Y | +40.6% | -11.8% | +52.4% | +44.4% |
| 3Y | +17.2% | -36.7% | +53.9% | +33.8% |
| 5Y | +61.9% | -40.3% | +102.2% | +86.5% |
| 10Y | +159.3% | -37.0% | +196.3% | +177.1% |
| All | +1,908.9% | +604.9% | +1,304.0% | +682.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling