+99.7%
ADM vs CASY
+553.2%
-453.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -9.0% | +1.1% | -10.1% | -9.3% |
| 30D | -14.0% | +8.7% | -22.7% | -15.9% |
| 3M | -9.2% | -17.3% | +8.2% | -5.2% |
| 6M | -9.2% | -19.7% | +10.6% | -5.1% |
| YTD | +24.2% | +24.8% | -0.6% | +14.3% |
| 1Y | +27.0% | +31.9% | -4.9% | +14.8% |
| 3Y | +6.6% | +155.4% | -148.8% | -23.8% |
| 5Y | +25.0% | +250.6% | -225.6% | -21.1% |
| All | +99.7% | +553.2% | -453.5% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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