+28.4%
ADM vs AG
+32.5%
-4.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -0.3% |
| 7D | -7.8% | +10.8% | -18.7% | -8.1% |
| 30D | -12.6% | -8.2% | -4.4% | -12.4% |
| 3M | -8.2% | -13.7% | +5.4% | -8.0% |
| 6M | -8.9% | -27.3% | +18.4% | -7.9% |
| YTD | +24.0% | -4.6% | +28.5% | +22.7% |
| All | +28.4% | +32.5% | -4.2% | +23.9% |
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