+1,630.9%
ADM vs AIG
-14.1%
+1,645.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.4% | +2.7% |
| 7D | +4.2% | +6.6% | -2.4% | +3.0% |
| 30D | -12.8% | +7.0% | -19.9% | -14.0% |
| 3M | -8.5% | +9.7% | -18.2% | -10.1% |
| 6M | -10.9% | +10.8% | -21.7% | -12.8% |
| YTD | +29.4% | -1.3% | +30.7% | +29.0% |
| 1Y | +27.5% | +8.4% | +19.2% | +25.0% |
| 3Y | +10.3% | +39.0% | -28.7% | +3.0% |
| 5Y | +27.4% | +59.6% | -32.2% | +15.3% |
| 10Y | +134.6% | +68.4% | +66.2% | +103.0% |
| All | +1,630.9% | -14.1% | +1,645.0% | +712.7% |
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