+253.2%
ADM vs AG
+294.5%
-41.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.9% |
| 7D | -9.0% | +6.3% | -15.3% | -9.5% |
| 30D | -14.0% | -8.9% | -5.0% | -13.4% |
| 3M | -9.2% | -12.2% | +3.0% | -8.6% |
| 6M | -9.2% | -28.3% | +19.1% | -7.4% |
| YTD | +24.2% | -8.8% | +33.0% | +22.5% |
| 1Y | +27.0% | +39.4% | -12.4% | +20.1% |
| 3Y | +6.6% | +229.4% | -222.8% | -10.0% |
| 5Y | +25.0% | +14.5% | +10.4% | +13.4% |
| 10Y | +100.2% | +82.7% | +17.5% | +59.3% |
| All | +253.2% | +294.5% | -41.3% | +80.5% |
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