+62.6%
ADM vs CG
+9.5%
+53.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.2% |
| 7D | -0.1% | -1.3% | +1.2% | +0.1% |
| 30D | +11.0% | -3.2% | +14.2% | +11.4% |
| 3M | +6.0% | +6.2% | -0.2% | +4.7% |
| 6M | +26.9% | -4.7% | +31.6% | +27.1% |
| YTD | +50.0% | -20.6% | +70.6% | +54.2% |
| 1Y | +39.6% | -26.4% | +66.0% | +44.9% |
| 3Y | +18.5% | +55.4% | -36.8% | +4.0% |
| 5Y | +62.6% | +9.8% | +52.7% | +43.3% |
| All | +62.6% | +9.5% | +53.1% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling