+18.6%
ADM vs CASY
+215.7%
-197.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +9.8% | -11.3% | +21.1% | +11.1% |
| 3M | +2.1% | -0.6% | +2.8% | +2.0% |
| 6M | +27.5% | +10.7% | +16.8% | +25.9% |
| YTD | +50.2% | +37.1% | +13.1% | +45.7% |
| 1Y | +40.6% | +52.3% | -11.7% | +35.4% |
| All | +18.6% | +215.7% | -197.1% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling