+26.3%
ADM vs CF
+120.6%
-94.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -9.0% | -3.2% | -5.9% | -8.2% |
| 30D | -14.0% | +4.3% | -18.3% | -15.2% |
| 3M | -9.2% | +2.8% | -12.0% | -10.2% |
| 6M | -9.2% | +0.6% | -9.8% | -10.0% |
| YTD | +24.2% | +56.6% | -32.4% | +5.3% |
| 1Y | +27.0% | +49.6% | -22.6% | +9.1% |
| 3Y | +6.6% | +61.5% | -54.9% | -13.0% |
| All | +26.3% | +120.6% | -94.2% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling