+67.1%
ADM vs AGI
+392.7%
-325.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.3% |
| 7D | +1.4% | +2.2% | -0.8% | +1.2% |
| 30D | +8.2% | +11.3% | -3.1% | +7.2% |
| 3M | +8.7% | +5.6% | +3.1% | +7.9% |
| 6M | +29.1% | -27.7% | +56.8% | +32.4% |
| YTD | +53.7% | -4.1% | +57.7% | +52.3% |
| 1Y | +43.2% | +13.8% | +29.4% | +38.8% |
| 3Y | +21.4% | +217.0% | -195.6% | +0.6% |
| 5Y | +67.1% | +404.3% | -337.2% | +28.5% |
| All | +67.1% | +392.7% | -325.6% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling