+62.6%
ADM vs IAG
+766.8%
-704.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | -0.1% | +4.3% | -4.3% | -0.3% |
| 30D | +11.0% | +9.8% | +1.3% | +10.4% |
| 3M | +6.0% | +28.9% | -22.9% | +4.2% |
| 6M | +26.9% | -7.6% | +34.5% | +26.9% |
| YTD | +50.0% | +22.0% | +28.1% | +47.0% |
| 1Y | +39.6% | +99.5% | -59.9% | +32.1% |
| 3Y | +18.5% | +818.3% | -799.7% | -3.6% |
| 5Y | +62.6% | +785.9% | -723.3% | +27.2% |
| All | +62.6% | +766.8% | -704.2% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling