+1,055.8%
ADM vs IAG
+377.5%
+678.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +3.8% | -0.5% | +4.3% | +3.8% |
| 30D | +9.8% | +28.9% | -19.1% | +7.2% |
| 3M | +2.1% | +19.1% | -17.0% | +0.1% |
| 6M | +27.5% | -10.3% | +37.8% | +27.5% |
| YTD | +50.2% | +24.2% | +26.0% | +45.3% |
| 1Y | +40.6% | +116.5% | -75.9% | +28.9% |
| 3Y | +17.2% | +742.8% | -725.6% | -7.7% |
| 5Y | +61.9% | +753.3% | -691.4% | +23.0% |
| 10Y | +159.3% | +403.2% | -243.9% | +91.3% |
| All | +1,055.8% | +377.5% | +678.3% | +583.8% |
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