+7.0%
ADM vs CF
+58.0%
-51.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.8% | -0.9% | -7.0% | -7.6% |
| 30D | -12.6% | +6.9% | -19.5% | -14.3% |
| 3M | -8.2% | +4.8% | -13.1% | -9.6% |
| 6M | -8.9% | +4.7% | -13.6% | -10.6% |
| YTD | +24.0% | +56.5% | -32.5% | +6.8% |
| 1Y | +26.2% | +48.4% | -22.3% | +10.2% |
| 3Y | +7.0% | +59.1% | -52.2% | -11.1% |
| All | +7.0% | +58.0% | -51.0% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling