+1,545.4%
ADM vs CAG
+599.7%
+945.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -1.8% | +6.6% | -8.5% | -4.1% |
| 30D | -13.3% | +13.9% | -27.2% | -17.3% |
| 3M | -13.4% | +4.0% | -17.4% | -15.0% |
| 6M | -9.6% | +10.0% | -19.6% | -13.7% |
| YTD | +23.0% | -6.1% | +29.2% | +23.4% |
| 1Y | +27.4% | -4.3% | +31.7% | +26.9% |
| 3Y | +5.7% | -34.6% | +40.2% | +18.9% |
| 5Y | +22.1% | -39.4% | +61.5% | +39.5% |
| 10Y | +106.0% | -34.2% | +140.1% | +116.3% |
| All | +1,545.4% | +599.7% | +945.7% | +540.2% |
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