+162.4%
ADM vs CASY
+549.1%
-386.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.7% |
| 7D | -0.1% | -4.4% | +4.3% | +1.1% |
| 30D | +11.0% | -12.0% | +23.1% | +14.7% |
| 3M | +6.0% | -2.3% | +8.3% | +5.7% |
| 6M | +26.9% | +10.5% | +16.4% | +21.9% |
| YTD | +50.0% | +33.0% | +17.0% | +36.6% |
| 1Y | +39.6% | +41.1% | -1.5% | +24.7% |
| 3Y | +18.5% | +207.5% | -189.0% | -19.8% |
| 5Y | +62.6% | +290.7% | -228.2% | +0.1% |
| 10Y | +162.4% | +556.5% | -394.1% | +37.9% |
| All | +162.4% | +549.1% | -386.6% | +37.9% |
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