+40.6%
ADM vs AG
+125.2%
-84.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.3% |
| 7D | +3.8% | +1.0% | +2.8% | +3.7% |
| 30D | +9.8% | +19.2% | -9.4% | +9.0% |
| 3M | +2.1% | +6.2% | -4.0% | +2.0% |
| 6M | +27.5% | -26.7% | +54.2% | +29.1% |
| YTD | +50.2% | +26.1% | +24.1% | +47.3% |
| 1Y | +40.6% | +131.7% | -91.1% | +42.5% |
| All | +40.6% | +125.2% | -84.6% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling