+1,908.9%
ADM vs AIG
-21.5%
+1,930.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +3.8% | -0.9% | +4.7% | +3.9% |
| 30D | +9.8% | -4.9% | +14.6% | +10.7% |
| 3M | +2.1% | +4.5% | -2.3% | +1.2% |
| 6M | +27.5% | -1.4% | +28.9% | +27.5% |
| YTD | +50.2% | -9.8% | +60.0% | +52.4% |
| 1Y | +40.6% | -4.5% | +45.1% | +41.1% |
| 3Y | +17.2% | +37.4% | -20.2% | +9.7% |
| 5Y | +61.9% | +55.0% | +6.9% | +47.5% |
| 10Y | +159.3% | +63.7% | +95.6% | +126.0% |
| All | +1,908.9% | -21.5% | +1,930.4% | +859.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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