+222.1%
ADM vs CG
+281.3%
-59.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | -9.0% | -1.2% | -7.8% | -8.9% |
| 30D | -14.0% | +5.0% | -19.0% | -15.1% |
| 3M | -9.2% | -18.2% | +9.0% | -5.6% |
| 6M | -9.2% | -20.7% | +11.6% | -5.3% |
| YTD | +24.2% | -31.4% | +55.6% | +32.9% |
| 1Y | +27.0% | -22.3% | +49.2% | +31.6% |
| 3Y | +6.6% | +50.2% | -43.6% | -10.2% |
| 5Y | +25.0% | -22.1% | +47.0% | +20.5% |
| 10Y | +100.2% | +295.5% | -195.3% | +21.6% |
| All | +222.1% | +281.3% | -59.3% | +92.9% |
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