+162.4%
ADM vs AG
+57.4%
+105.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -0.1% | +4.5% | -4.5% | -0.3% |
| 30D | +11.0% | +12.9% | -1.8% | +10.1% |
| 3M | +6.0% | +20.9% | -14.9% | +4.4% |
| 6M | +26.9% | -19.5% | +46.5% | +27.7% |
| YTD | +50.0% | +24.8% | +25.2% | +45.9% |
| 1Y | +39.6% | +120.2% | -80.6% | +30.2% |
| 3Y | +18.5% | +279.0% | -260.5% | +4.1% |
| 5Y | +62.6% | +67.9% | -5.3% | +48.1% |
| 10Y | +162.4% | +57.5% | +104.9% | +141.4% |
| All | +162.4% | +57.4% | +105.0% | +141.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling