+106.0%
ADM vs CG
+308.6%
-202.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.5% |
| 7D | -1.8% | +2.0% | -3.8% | -2.4% |
| 30D | -13.3% | +8.5% | -21.8% | -15.0% |
| 3M | -13.4% | -12.1% | -1.2% | -11.4% |
| 6M | -9.6% | -16.4% | +6.8% | -6.9% |
| YTD | +23.0% | -28.0% | +51.0% | +30.1% |
| 1Y | +27.4% | -18.9% | +46.3% | +30.8% |
| 3Y | +5.7% | +51.2% | -45.6% | -11.7% |
| 5Y | +22.1% | -15.9% | +37.9% | +15.8% |
| 10Y | +106.0% | +305.9% | -200.0% | +26.7% |
| All | +106.0% | +308.6% | -202.6% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling