+64.2%
ADM vs CASY
+276.6%
-212.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | +9.8% | -11.3% | +21.1% | +12.0% |
| 3M | +2.1% | -0.6% | +2.8% | +1.7% |
| 6M | +27.5% | +10.7% | +16.8% | +24.3% |
| YTD | +50.2% | +37.1% | +13.1% | +40.8% |
| 1Y | +40.6% | +52.3% | -11.7% | +29.1% |
| 3Y | +17.2% | +215.2% | -198.0% | -11.7% |
| All | +64.2% | +276.6% | -212.4% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling