+221.5%
ADM vs CG
+306.4%
-84.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.6% | -6.8% | -1.6% |
| 7D | -7.8% | +3.0% | -10.9% | -8.5% |
| 30D | -12.6% | +10.1% | -22.7% | -14.6% |
| 3M | -8.2% | -10.8% | +2.6% | -6.4% |
| 6M | -8.9% | -15.2% | +6.3% | -6.4% |
| YTD | +24.0% | -26.9% | +50.9% | +30.7% |
| 1Y | +26.2% | -17.0% | +43.2% | +28.9% |
| 3Y | +7.0% | +54.6% | -47.6% | -10.4% |
| 5Y | +24.9% | -16.7% | +41.6% | +18.6% |
| 10Y | +102.6% | +320.1% | -217.5% | +21.3% |
| All | +221.5% | +306.4% | -84.9% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling