+64.2%
ADM vs CF
+227.0%
-162.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.2% |
| 7D | +3.8% | +6.0% | -2.2% | +1.9% |
| 30D | +9.8% | +14.8% | -5.1% | +5.1% |
| 3M | +2.1% | +14.1% | -11.9% | -2.2% |
| 6M | +27.5% | +28.5% | -1.0% | +16.0% |
| YTD | +50.2% | +74.9% | -24.7% | +23.7% |
| 1Y | +40.6% | +61.7% | -21.1% | +18.2% |
| 3Y | +17.2% | +80.3% | -63.1% | -7.2% |
| All | +64.2% | +227.0% | -162.8% | +15.6% |
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