+106.0%
ADM vs AG
+64.1%
+41.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | -0.4% |
| 7D | -1.8% | +6.0% | -7.8% | -2.2% |
| 30D | -13.3% | -13.5% | +0.3% | -12.6% |
| 3M | -13.4% | -20.7% | +7.3% | -12.4% |
| 6M | -9.6% | -31.5% | +21.9% | -8.1% |
| YTD | +23.0% | -10.1% | +33.2% | +21.9% |
| 1Y | +27.4% | +26.0% | +1.4% | +23.2% |
| 3Y | +5.7% | +228.9% | -223.2% | -6.4% |
| 5Y | +22.1% | +8.7% | +13.4% | +14.0% |
| 10Y | +106.0% | +71.9% | +34.1% | +83.0% |
| All | +106.0% | +64.1% | +41.9% | +83.0% |
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