+868.8%
ADM vs IAG
+321.3%
+547.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.8% | +2.5% |
| 7D | +0.1% | +3.4% | -3.3% | -0.2% |
| 30D | -11.8% | -2.7% | -9.1% | -11.8% |
| 3M | -11.3% | -0.5% | -10.8% | -11.7% |
| 6M | -10.0% | -4.8% | -5.2% | -10.5% |
| YTD | +25.9% | +9.6% | +16.3% | +22.8% |
| 1Y | +26.7% | +32.2% | -5.5% | +21.3% |
| 3Y | +8.1% | +692.5% | -684.4% | -14.5% |
| 5Y | +23.5% | +447.6% | -424.1% | -2.4% |
| 10Y | +128.2% | +403.3% | -275.1% | +68.2% |
| All | +868.8% | +321.3% | +547.5% | +477.5% |
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