+4,100.0%
CMG vs ADM
+400.6%
+3,699.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.8% | +3.8% | -6.6% | -3.8% |
| 30D | +7.1% | +9.8% | -2.6% | +4.2% |
| 3M | +31.2% | +2.1% | +29.0% | +29.6% |
| 6M | +0.7% | +27.5% | -26.8% | -7.1% |
| YTD | -0.1% | +50.2% | -50.3% | -12.3% |
| 1Y | -10.7% | +40.6% | -51.3% | -20.3% |
| 3Y | -4.7% | +17.2% | -21.9% | -12.9% |
| 5Y | -3.8% | +61.9% | -65.6% | -22.2% |
| 10Y | +352.5% | +159.3% | +193.2% | +201.8% |
| All | +4,100.0% | +400.6% | +3,699.4% | +1,845.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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