+102.6%
ADM vs AG
+77.4%
+25.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -0.5% |
| 7D | -7.8% | +10.8% | -18.7% | -8.4% |
| 30D | -12.6% | -8.2% | -4.4% | -12.2% |
| 3M | -8.2% | -13.7% | +5.4% | -7.7% |
| 6M | -8.9% | -27.3% | +18.4% | -7.7% |
| YTD | +24.0% | -4.6% | +28.5% | +22.4% |
| 1Y | +26.2% | +39.4% | -13.2% | +21.2% |
| 3Y | +7.0% | +244.1% | -237.1% | -5.5% |
| 5Y | +24.9% | +16.8% | +8.1% | +16.1% |
| 10Y | +102.6% | +71.7% | +31.0% | +80.8% |
| All | +102.6% | +77.4% | +25.3% | +80.8% |
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