+846.7%
ADM vs IAG
+331.8%
+514.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.7% | +5.9% | -0.2% |
| 7D | -1.8% | +16.8% | -18.7% | -3.2% |
| 30D | -13.3% | -1.5% | -11.8% | -13.3% |
| 3M | -13.4% | +0.5% | -13.8% | -13.8% |
| 6M | -9.6% | -1.0% | -8.6% | -10.4% |
| YTD | +23.0% | +12.3% | +10.7% | +19.7% |
| 1Y | +27.4% | +39.2% | -11.9% | +21.5% |
| 3Y | +5.7% | +712.3% | -706.6% | -16.6% |
| 5Y | +22.1% | +484.2% | -462.2% | -4.1% |
| 10Y | +106.0% | +382.3% | -276.3% | +52.7% |
| All | +846.7% | +331.8% | +514.9% | +463.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling