+7.4%
ADM vs AGI
+128.6%
-121.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.2% | +0.2% |
| 7D | +0.7% | -7.5% | +8.2% | +0.9% |
| 30D | -14.7% | -9.9% | -4.8% | -14.5% |
| 3M | -10.4% | -14.2% | +3.7% | -10.2% |
| 6M | -10.9% | -35.2% | +24.3% | -9.3% |
| YTD | +26.0% | -25.2% | +51.2% | +26.3% |
| 1Y | +26.5% | -14.3% | +40.8% | +25.5% |
| All | +7.4% | +128.6% | -121.1% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling