+461.3%
ADM vs CF
+5,277.9%
-4,816.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -2.4% |
| 7D | -7.5% | +0.4% | -7.9% | -7.7% |
| 30D | -14.3% | +2.2% | -16.5% | -14.9% |
| 3M | -8.6% | +2.1% | -10.7% | -9.4% |
| 6M | -9.9% | -6.5% | -3.3% | -8.7% |
| YTD | +25.1% | +55.6% | -30.5% | +7.3% |
| 1Y | +28.8% | +42.3% | -13.4% | +13.4% |
| 3Y | +6.9% | +55.7% | -48.9% | -10.4% |
| 5Y | +25.9% | +122.4% | -96.6% | -8.2% |
| 10Y | +101.7% | +568.5% | -466.9% | -2.7% |
| All | +461.3% | +5,277.9% | -4,816.7% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling