+171.7%
ADM vs AGI
+388.9%
-217.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.6% |
| 7D | +3.0% | -5.3% | +8.3% | +3.3% |
| 30D | +8.7% | +6.8% | +1.9% | +8.2% |
| 3M | +7.6% | +8.3% | -0.7% | +6.9% |
| 6M | +26.9% | -29.2% | +56.1% | +28.8% |
| YTD | +54.3% | -7.3% | +61.5% | +53.8% |
| 1Y | +45.7% | +8.0% | +37.6% | +43.6% |
| 3Y | +21.9% | +206.6% | -184.6% | +12.1% |
| 5Y | +67.2% | +398.1% | -331.0% | +48.7% |
| All | +171.7% | +388.9% | -217.3% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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