+120.6%
ADM vs CG
+274.5%
-153.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +1.0% |
| 7D | +0.7% | -1.5% | +2.2% | +0.9% |
| 30D | -14.7% | +5.7% | -20.4% | -16.0% |
| 3M | -10.4% | -17.9% | +7.5% | -7.1% |
| 6M | -10.9% | -20.2% | +9.3% | -7.4% |
| YTD | +26.0% | -32.0% | +58.0% | +34.8% |
| 1Y | +26.5% | -27.0% | +53.5% | +32.9% |
| 3Y | +8.2% | +42.8% | -34.5% | -8.5% |
| 5Y | +24.0% | -23.4% | +47.4% | +20.5% |
| All | +120.6% | +274.5% | -153.9% | +38.0% |
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