+126.6%
ADM vs IAG
+389.3%
-262.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.7% | +2.7% |
| 7D | +4.2% | -7.7% | +11.9% | +4.5% |
| 30D | -12.8% | +1.6% | -14.4% | -13.0% |
| 3M | -8.5% | -2.4% | -6.0% | -8.6% |
| 6M | -10.9% | -7.8% | -3.1% | -11.0% |
| YTD | +29.4% | +5.0% | +24.4% | +27.9% |
| 1Y | +27.5% | +25.7% | +1.8% | +24.9% |
| 3Y | +10.3% | +694.5% | -684.2% | -4.0% |
| 5Y | +27.4% | +421.7% | -394.3% | +9.8% |
| All | +126.6% | +389.3% | -262.6% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling