+327.1%
ADM vs AG
+445.6%
-118.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.4% |
| 7D | +3.8% | +1.0% | +2.8% | +3.6% |
| 30D | +9.8% | +19.2% | -9.4% | +7.9% |
| 3M | +2.1% | +6.2% | -4.0% | +1.0% |
| 6M | +27.5% | -26.7% | +54.2% | +29.6% |
| YTD | +50.2% | +26.1% | +24.1% | +44.4% |
| 1Y | +40.6% | +131.7% | -91.1% | +26.9% |
| 3Y | +17.2% | +255.3% | -238.1% | -1.5% |
| 5Y | +61.9% | +61.9% | -0.1% | +42.7% |
| 10Y | +159.3% | +72.0% | +87.2% | +108.9% |
| All | +327.1% | +445.6% | -118.5% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling