+21.3%
ADM vs CF
+35.9%
-14.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.6% |
| 7D | -8.3% | -6.9% | -1.4% | -6.3% |
| 30D | -14.1% | -3.7% | -10.4% | -13.1% |
| 3M | -10.7% | -5.0% | -5.8% | -9.4% |
| 6M | -5.9% | -10.5% | +4.6% | -3.7% |
| YTD | +25.8% | +46.5% | -20.8% | +5.7% |
| 1Y | +21.3% | +34.8% | -13.5% | +2.9% |
| All | +21.3% | +35.9% | -14.6% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling