-10.9%
ADM vs AGI
-34.7%
+23.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.7% |
| 7D | +4.2% | -10.1% | +14.3% | +3.5% |
| 30D | -12.8% | -6.5% | -6.3% | -13.2% |
| 3M | -8.5% | -12.8% | +4.3% | -9.4% |
| 6M | -10.9% | -34.3% | +23.4% | -13.1% |
| All | -10.9% | -34.7% | +23.8% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling